I’m in CT and baby it’s cold here w 3’ of snow.  I have a space/run under the house that I wrap w clear tarps to block the wind and to keep the snow from drifting in. It’s been -temps on and off most of Jan  as highs.  Even when I open to fill the feeder and heated watered they only look outside...they don’t venture out.  I keep a 20’ length of Christmas lights in a tube inside their coop and it keeps the temp much warmer in there. I wrap the perch with the lights and they are warm to the touch...keep those feet warm.  They would be out-in the elements as wild birds..sometimes I have to remind myself of that.