Do not bother with the water bottles, in fact quit worrying about the cold. What you need to do is keep them dry, and give them protection from the wind. So often when we worry about warm, we think close up the coop and trap the heat inside, after all we have been told that since childhood.
But with chickens - what you trap is the moisture. Think of being in a car, with a bunch of people, parked somewhere, (we will leave to the imagination what was going on) Almost immediately, the car begins to fog up. The moisture from the breath condenses on the windows and walls.
To keep chickens warm, keep them dry. Remove any droppings, have deep bedding that will absorb excess moisture from the droppings. Ideally have ventilation above their heads, warm moist air rises, and should be pulled out of the coop. I like at least a foot of air above their heads. Set the roosts up so they stay away from the wall. (Except for the rooster that leaned against it, no matter what, but he lived).
I tend to have trouble with frost bite, if it has been wicked cold, and then it warms up. Frozen poop is dry, when it warms up, it melts, produces excess moisture into the air, and that night it will freeze - that is what will cause frostbite - dampness and cold.
To be honest anything above -25 the will not really consider cold. I have gotten mine through -35 degrees F. And it really didn't phase them. We too are getting a cold spell Thursday. Saturday I put down fresh bedding. Not worried a bit about my birds.
Mrs K