Yeah, we are spoiled down here. I'm trying to decide what to get from the garden for supper tonight. Cabbage or kale probably but those mustard greens are looking good. I need to cut the grass again too. At least that's now every two weeks.
There are two main dangers form cold. One is frostbite, mainly on the combs and wattles. While frostbite is technically possible whenever the temperatures drop below freezing even the chickens with huge combs and wattles do fine even in the single digits Fahrenheit or even colder as long as the coop has decent ventilation. The other problem would be freezing. They wear a down coat, those things are warm. Yours are probably just getting to where they feel comfortable instead of warm.
Alaskan, one of the members on here, wrote an article on what he/she's observed in really cold weather. From what I've read -20 F (-29 C) is a cut-off point. You can have issues warmer than that but -20 seems to be a breaking point in when you might want to plan on doing something. It's possible you and I may see temperatures that cause us all kinds of problems in life in general, like frozen water pipes, but it is unlikely we will see anything that really threatens the chickens.