Don't know how tough your day time temps are and for how long the bitter weather endures.
First, chickens during the day, so temps are warmer than the night time. Second, as each hen lays on the previously laid eggs to lay her in the clutch, she re-warms the eggs. Third, most chicken coops are a bit warmer than the outside air. Not much, but a degree or two.
In January and February, I go out to collect eggs at 8 am and again at 11:30 am. I can't take a chance of frozen eggs. If I left them all day, in zero weather? Yes, they'd all be cracked, I'm afraid.