First year is more worrisome than latter years. Kind of like kids, worry yourself sick with the first, Ho hum with the second.
I've had chickens since 2012. Coop is a converted 10x12 horse stall, 3' above the pony wall is open (1/2" hardware cloth) on 3 sides in a 170 year old barn. Not air tight by any means but no wind blowing on the birds on their roosts 4' off the ground therefore at the top of the pony wall.
I've seen -20°F, so the birds have too. I've had cold hardy birds and those that aren't supposed to be (Cubalaya - Cuban breed, Ancona - Mediterranean breed). NEVER have had a problem with cold. The birds puff up and stay warm.
One year my heated water pipe with saddle nipples failed so I had a regular waterer on bricks in the next stall over with a heat lamp pointed at it. Only the water on the lamp side was liquid. The girls had access to it all day. NOT ONE BIRD hung out by the heat lamp including the Australorp that decided to have her first adult moult starting at the end of January, the coldest time of year. She was half bald and even she didn't hang by the lamp.
My short message: Chickens do not need heat.