If the doe put the babies in the nest and covered them with pulled fur, she did all she could possibly do; it isn't her fault that the babies were lost. It sounds like she did a wonderful job; if you had known and been prepared, you probably would be celebrating a live litter instead of mourning a dead one.
Go ahead and remove them, she knows they are dead. She may continue to pull a bit of fur for the next few days, but don't get too wound up about that, it's just something that does often do in cold weather.
Some people manage to have their rabbits raising litters in sub-freezing temperatures, and I salute them, but I know I can't do it. When I got so I felt I couldn't stand to see one more dead litter, I started bringing the litters into the house when the weather was cold, and only taking them out to their mothers a couple of times per day. It takes a bit of finessing sometimes, but most of my does have learned to deal with that just fine. I have found that most rabbits are much more tolerant of my messing about than I was led to believe. In fact, I often bring the does into the house to kindle; I joke about my hall closet being "the maternity ward."
If this was my doe, I would rebreed her within the next couple of days, and write it down on the calendar to make sure I didn't miss it the next time. If rebred right on the heels of a lost litter, a doe will often conceive the largest litter of which she is capable, so if she had 8 this time, be prepared for at least that many.
