Hi, welcome to the forum. Glad you joined.
I've had 5-1/2 week old chicks go through temps in the mid 20's Fahrenheit with no supplemental heat. Most chicks are fully feathered at around 4 to 5 weeks so yours are well past that. And yours have been out in cooler temps so they have been acclimated, much better than coming from a brooder in the house with the lowest they have seen in the mid-70's.
Your job is not to give them a warm place, your job is to give them a place their down and feather coats can keep them warm. They need two things in the coop, wind protection and good ventilation. By wind protection I don't mean the kind of draft you observe if you hold a candle near a window in your house and the flame barely moves. I mean a wind that can ruffle their feathers or can actually cause wind chill. I don't know where yours are sleeping, they may be on the roosts but are likely still sleeping on the coop floor. Wherever that is you want o block breezes hitting them.
But you need good ventilation. In below freezing temperatures, frostbite is a risk. If your coop is dry they can handle really cold temperatures, below zero F, without worries. But if the air has a lot of moisture in it frostbite is possible up to freezing. Moisture can come from their breathing, poop, thawed drinking water, or maybe something else. So you need enough ventilation to exchange that moist air for drier outside air.
it sounds like a dilemma how to you stop breezes yet provide good ventilation? There are actually different ways to do that, the way I like is to have openings in winter above them where they sleep. The warmer moister air tends to rise and escape even in a calm while any breezes pass over their heads if it is windy. Some people in colder climates have stopped frostbite problems by providing more ventilation, not by sealing their coop up more.
I don't know what your coop looks like or what ventilation you have. Putting that tarp over it may be making it worse, not better. I don't know.