Be super cautious about heat lamps due to fire risk.
Making sure they have really good insulation, some stack bales of straw or shavings around the inside of the shelter for extra, and at the same time ventilation is important, too, to keep too much moisture from collecting in the house.
I had a backup plan to bring mine into the walkout basement, and that worked so well that I converted a section to the duck's night shelter. Not an option for everyone, but wanted to say, be creative.
And watch the ducks.
I like having a thermometer in the duck shelter to monitor temperature.