At those temps (below 0F) you can NOT let them bathe.
They will splash out water that will freeze instantly and incase them in ice, or freeze their feet to the ice, or just chill them so much they can't move.
Bad stuff like that can happen at warmer temps too. I almost lost a duck when she got out of her pen and swam on the icy pond. Temps were maybe high 30s since the pond was melting, but that water was still very cold and full of ice.
Watch the temps, whenever the high is at least 10F (WITHOUT any wind, so a nice still day), you can bring out a bit of water for them to bathe. Keep it out only an hour or so then dump it out so they have plenty of time to dry before the temps start to plummet at night.
Yes, they might get a bit bedraggled looking, but that is way better than dead or feet lost to frostbite.
I really am not fond of heat lamps. A cold gust of air can make them break sending hot shards of glass all through your bedding.
There are safer ways to heat. Animal rated heating pads, radiant heat panels, etc.
Not sure how that would help, that building looks pretty closed up. I didn't see any ventilation, I need to look at the photos again. Even at super cold temps they need lots of ventilation.
An area in their run that is roofed and has some fogged windows, ripple plastic, or opaque shower curtains to block wind would be great. Then they can sunbathe out of the wind.
At start of winter I put the water tub on a wood pallet, which has pretty big spaces between the slats. It doesn't take long for the pallet to become encased in ice.
I can't imagine little holes staying open in winter.
In super cold I switch to a small but deep pot, so it is impossible to splash out water to make ice, but they can still dunk their heads.
If you use heated dog water bowls you might need to 1. Rig up a way to cover about half the surface area so the ducks don't splash in the water, and 2. Bring out a deep pot of water once a day and make sure all ducks dunk their heads.
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I do not know if you have high humidity or low humidity snow.
With low humidity snow it doesn't stick to anything (so people tell me

). I live on the coast and have high humidity. The snow at my place sticks to nets and then tears it all down. Snow will stick even to super slick nylon net.
You can wait and see.... but plan for if the snow tears it all down.
Or take down the net now, and put it up next spring.
You could make a smaller roofed yard area that the animals can use in the winter.
Yeah.... I know, sucks.