I offer swimming water to my 'scovies all year, about every 1-2 days in the winter. They have truck bed caps that they can get under, with lots of straw, but they actually tend to just sit outside, even in SUPER low temps, and just lay on their feet.
Do your hens roost? I was loosing toes for my chickens before I gave them proper sized roosting bars. The roosting bars need to be big enough that when a bird settles their feathers around their feet to keep their feet warm, they are able to cover their toes with the feathers. If the roosting bar is too thin, the toes wrap completely around the bar, and the toes at the bottom of the bar don't get covered. I use 2"x4"'s as my roosting bars. I still get birds that think they can roost on my fenceline every once in a while, and I just transfer them to the roost bars in the coop at night. Eventually they learn to go to the coop on their own.
My 'scovies, however, do not tend to roost. They just try to find an area without snow and cover their feet with their feathers. Ideally, they'd go somewhere with bedding - but I do find them under my porch or under our boats/cars instead of going into the coop or into the truck bed caps, where there is straw to bed down on. I have yet to have frozen feet on a 'scovy yet, though, and they do sleep outdoors in all weather.
Sorry to hear you're loosing them. The only thing I can suggest is adding a LITTLE more corn to the diet for fast, 'hot' feed. You can also add cayanne pepper which will increase circulation. Also, provide additional housing if for some reason, some of the birds are being too dominant and not sharing the housing available.