It has been somewhat reassuring to read through these posts.
I'm in Minnesota, and it's been below 0 degrees F...right now we're having a cold snap like much of North America.
Our chicken run has no insulation except for clear plastic shower curtains stapled around it and on top of it (it's kept snow out). The coop is just plywood, nothing fancy. I have put a lot of hay inside the coop, and there's a heated waterer. (The water is not warm, but at least it doesn't turn to ice.)
My four girls don't seem utterly miserable, but I don't think they're thrilled, either. I'm always worried about them. I don't want them to be too uncomfortable, and I'm always inspecting their combs, waddles, and feet for frostbite. I've been coating those chicken parts with bag balm. Lots of snacks are given too, to keep them going.
Not sure if I should give them a heat lamp or not. I tend to, um, spoil my girls and I fret about 'em. But if it's BETTER for them in the long run to avoid artificial heat, well...that's what I will do.
Have a good, chilly evening!