Do not think warm, think DRY. Dry chickens with wind protection, are warm chickens. It is not about the air temperature, it IS about dry feathers and no drafts blowing those feathers. Then they are warm, 30 degrees below zero.
Often times, new people try and keep chickens warm, so they seal up the coop...and that makes for damp wet chickens, and they are cold and very prone to frost bite. It is not the cold, it is the moisture from their breath, and from manure. Ventilate to keep that leaving the coop.
Mrs K