They are just fine. They would have settled down out there and night one of the transition would have been over and done with, except like so many of us you kinda sorta let them win and gave then what they wanted. So that means tonight if you don't hold firm, they'll win again, and you'll be going backwards with getting them to live out there. I'm sure you had heat lamp on them in the brooder. If so, all they've ever known is light 24/7. Hard to ask them to drop that in one fell swoop. But it's exactly what they need to do.
They'll carry on and for a day or two they'll hate you. But put 'em out there, pour yourself a calming glass of wine, and harden your heart a little. I suppose you could put some kind of night light out there, but unless they learn that they are chickens, a light will just prolong their fussing. Chickens sleep in the dark. That's what they do. Your job is to put them out there and let them learn how to be chickens. Just after dark, put them up on their roosts. Then leave. They'll settle down. But don't give in to their little temper tantrums. They're fine. They just think they aren't!
I don't use a heat lamp for my chicks, They are brooded outside in a pen within the run, using a heating pad "cave". From the first day they are here, they learn that nighttime is for sleeping. They settle down when the sun goes down and sleep all night, raring to go in the morning. They have had that natural day/night cycle from day one. Chicks who are raised with constant light never learn that, so when it's suddenly taken from them they panic. But they are also creatures of habit, and it only takes a couple of days for habit to establish itself IF it's consistent. Bringing them in when they fuss is giving them a brand new habit - we scream, we come in, we scream, we come in. So make it, you scream, you go to sleep, you scream, you go to sleep. They'll get it.