I don't worry about the cold since I can help out with that. I do worry about predators, since it has happened before. Seemingly safe containment resulting in coons stealing heads. Like... leaving the bird, taking what it could reach, with those grubby little fingers. I had a beautiful pair of Crested birds in a quarantine cage. Didn't even get to stay 24 hours. Another was taken by a hawk. Also had a hawk come down RIGHT BY ME, and a fox was chasing them around and I set the cattle dog we used to own out and she took care of that. That was when I was growing up, at an age where I would remember that. The hawk coming down right by me was last year with a different flock, when I had tiny Bantams.
So now, in our suburban house, everything down low and all coop windows are small square hardware wire. Stabled to the window frames from inside, doubled the wood frame to be inside and out, with solid bolts holding them together. Welded wire fencing on the roof of the run. No hawks, no coons, nothing is getting in there. So now that that is built like the chicken Ft Knox, I don't worry too much.
Now I only worry about disease coming out when it gets really cold, if they've been harboring something since I got them that only extreme temperatures will bring out. So, I have a heat source out there, insulation, the works. Also electrolytes and antibiotics on hand.
I worry about a lot of stuff anyways, if they're getting enough nutrients (so I treat them a lot), if they're digesting right (so I rub their crops and check) if eggs are coming right... easy to check that.
One of my White Face Black Spanish is missing a tail. I thought... something grabbed it and it would grow back. She also holds her head odd. Very alert, active, and flighty as could be. I haven't managed to catch her since I got her in a low stress manner. But her tail is not growing back, it's been about 2 months. So I need to catch her and stress her out, to see what the deal is. Her sister is perfect.
