Actually, they can die from the cold, we have never lost any to cold before but we lost a couple of young pullets this year during the long cold snap and I'm pretty sure cold had a great deal to do with it though there could have been other factors. But it's very cold, and animals die of cold, just like people can. It's not so much the cold but the continuous long period of cold, and and some chickens just don't do as well with it, depending on breed, age, and other factors. As I said in another recent post, it's important that you prepare your chickens for winter starting in the fall, so that they're as healthy as possible and their immune systems are pumped. Make sure they've been dewormed, that there's no evidence of coccidiosis, and we give ours vitamins and Denagard periodically too. You might try to give your flock some Corid in their drinking water for about five days right now; it will help if they are battling Cocci, and it won't hurt them if they don't have it. Sometimes they can have Coccidiosis and not show a lot of symptoms, but it is a weakening condition and can kill, especially in extreme cold.
We've had a little frostbite on a couple of our roosters with big combs and even one of our hens, but it is not bad. A lot of people talk about frostbite here..it is common. Putting vaseline on it is probably going to just make it feel colder, imo. There is not really anything you can do to reverse it; they'll end up just losing the damaged parts of their combs or wattles eventually, and they'll continue on. Yes it is a problem if your hens are pecking at the rooster's sore combs and wattles, I agree you will probably have to keep the guys with sore combs and wattles separate from the hens for a couple of days until their wounds heal up enough so that they're not raw and bloody.
We have had a couple of heatlights on for our flock during the day, so they can get under it if they need to, but at night most of them huddle together, and they generate some heat that way. You can buy something called a "sweeter heater" for poultry, which is safer than a heat light...I know First State Vet Supply sells them (
www.firststatevetsupply.com) and I imagine you can get them other places too.
Sorry for your losses.