No heat lamps in my coops for anything, wether its the peafowl, chickens or waterfowl, they simply dont need it and if heated too much will actually be bad for them if you do let them out of the coop once in a while.
A friend of mine made their hens a super duper insolated house, during the extreme cold spells(-30C aka -22F) she wouldnt let her hens out for days and heat the coop with 3 heatlamps to about +20C(70F I think), then when its -20C(-4F) she decided her hens were cooped up long enough and let them out(since it had warmed up), you could watch their combs and wattles freeze just by stepping outside cause they were so use to the semi-tropical temps. She lost over half of the hens because being outside for half an hour got them hypothermic...... at the end of the winter she was from 40 chickens down to 7 due to them getting severe temp shock when she would let them out once in a while.
A dry draft free coop does just fine, even at -30C, only ones who have problems are big comb breeds, but even they do fine if its nice and dry, my leghorns might get frosty comb tips but not complete freeze off as I have noticed chickens get that are use to a warm coop.
My Peafowl and Chickens spend all day outside in the -20 right now and no one even looks cold playing in the snow.