That's normal for sleeping.
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.
