I'm about the same climate as you probably. It's been below freezing a few times here.
The simple answer is that most breeds are fully feathered out around five weeks and should be OK after that. But I think it is a little more complicated than that.
First of all, they need to be out of drafts. Wind chill can get them if a breeze is blowing on them, so the coop needs to be draft free where they are sleeping. Some might start roosting around that age, but most will sleep huddled together on the floor. They are not necessarily huddling because they are cold. They feel safer if they are huddled together. They'll do that in the middle of summer too.
But the flip side to that is that it helps when it is cold if there are enough of them to keep each other warm when they huddle. I can't give you a definite answer of how many you need. It varies because of conditions. But it is better to have a dozen as opposed to one or two.
I think another part of it is that they need to be acclimatized. It can be rough going from a 75 degree constant environment to a 20 degree environment. I get cold that way myself, even if I am dressed for it. I get around that by keeping my brooder in the coop, keeping one area "warm", but allowing the rest of the brooder to cool off to ambient. They seek their own comfort zone and, for a large part of their day, they spend their time in the cooler areas. So when I take the heat away, they are used to the cold. Earlier this year, I had a group of 14 chicks 5-1/2 weeks old spend the night in a draft-free grow-out coop when the temperature hit the mid-20's. I was a lot more worried about it than they were.
I suggest you try to find a way to expose them to colder temperatures during the day for a while before you just throw them out into subfreezing temperatures. I can't tell you exactly how to do it, but maybe put them in the coop during the day for three or four days but bring them back in at night. Then hope to get a few relatively warm nights when you first leave them out.
It is a little bit rougher this time of year, but it can be done. Good luck!!!