My guess from your description is that your chickens will be toasty warm, and you should remove the lamps and especially the fan. For instance, I never heat my coop (had chickens in it for about 6 years) and we get about a week down into the negatives (F) every year. My coop is a 4' plywood cube with a single 1'x8" open window on the side. It's drafty and because I do deep litter the bedding's a little damp. I have never had a serious problem with frostbite. TBH I have gotten a little on some of my small chickens with big single combs like Leghorns but nothing significant. I have only brought my chickens indoors one because we had a -45*F windchill and -20*F outside. Even then they just moved from their plywood box into the garage overnight. They stayed in the garage for 36 hours and went back out when we hit a balmy 0*F again. When it gets below 15*F I just try to make sure they have lots of dry bedding and they're fine.
I think what you do/don't do depends on your chicken keeping style. If you have a few pet chickens, a large enough coop that they don't have to go outside, well insulated, heating with a sweeter heater or something similar might work well. If you're going for a more natural route, dry and out of the wind is the only concern going down to about 0 - -10*F.
Chicken coops like this are used all across the globe in snowy areas and the chickens live in these coops just fine. There are lots of people who use open-air chicken coop designs all across Canada and the northern US. Cold is not usually a problem for a chicken's overall health and the only reason we don't have wild chickens all over norther America is because they can't find enough food to eat. A well-fed chicken will survive most winters as long as they have shelter.
The biggest thing you should know is that frostbite is not a serious condition and chickens can recover from it on combs/wattles easily so unless you are seeking to give your birds the pampered pet-chicken lifestyle you are probably fine. It's actually pretty normal and as long as it's not too severe it's not something you need to even think about, actually. In more dramatic cases the dead tissue that can't easily heal will actually just shrivel up and fall off. In production poultry people used to deliberately cut off combs and wattles to prevent frostbite in a procedure called dubbing. But a chicken's comb and wattles will become dubbed naturally from the cold if frostbite occurs. A little neosporin (without painkillers) over the frostbite will prevent infection and the combs will usually grow back in the spring.
You can also apply Vaseline to big combs to help repel moisture and retain heat. It works well. But I hate to Vaseline my birds every day or three, so generally I just let them exist as-is. If you have birds with peacombs and rosecombs and other small combs, you're laughing through winter. There's no concern at all, even on roosters. Easter eggers are amazingly adapted to cold climates especially, though they don't lay well through the winter. But even single comb birds do well in the winter if it's dry and sheltered.
For what it's worth, if you want to avoid any/all chances of frostbite, when it gets down below about 10-15*F you may want to heat your coop a little (not too much because it will be too much of a shock to the birds systems). But NEVER EVER
EVER EVER EVER use a heat lamp!!!!! NEVER EVER! I don't care HOW careful you are, you will burn down your entire coop with the chickens inside and be left with charred bones and ashes. Invest the money in something like a sweeter heater or other ceramic style heaters that can't fall/break/etc. Don't jurry-rig, don't guess it's OK, don't risk the fire hazard. Even if you have the whole lamp encased in wire mesh to prevent it from falling, dust from the chickens feathers and bedding can float up and catch on fire mid-air and burn down the coop. It's some horrifying stuff.
https://www.pinterest.com/TheChicknChick/heat-lamp-fires/
Heat lamps; They're tempting, but you should Just Say No. D:
Sleeping, chickens cuddle up and tuck themselves away. Daytime normal is active, standing, alert, moving, etc. If they're acting like it's night time during the day, could be a problem. But it sounds like they're doing just fine. My chickens have handled all sorts of crazy temps in their lil plywood box through the years. Not ever had a bird lost to the cold or even so much as a bit of frostbite.
