I think chickens feel the cold, as in they can tell the difference between a warmer day (or area) and a cooler day (or area). Also, I think they can feel cold as in be uncomfortable or stressed or however you want to put it.
And that it doesn't matter very much what breed they are.
What does matter is whether they are acclimated or not. Similar to people.
When we moved a hundreds of miles south, the kids got asked a LOT, why they weren't wearing a coat. They would say, "Because it isn't cold."
My son in-law grew up on a Carribean island. Shortly after he arrived, we asked what the temperatures were down there. He not only didn't know, he had trouble figuring out why we would ask. Eventually, we figured out it was because the temperatures changed so little that nobody paid any attention to them.
He suffered with the cold the first winter, despite multiple alpaca and cashmere sweaters, thermals, arctic parka, arctic boots, multiple alpaca and wool socks, etc, etc, ... in September.... wasn't even beginning to be cold yet. Each winter was better; now he is about as acclimated as the rest of us.
We seem to be typical...
https://www.coolantarctica.com/Antarctica fact file/science/cold_acclimation_human.php
I found that looking for an article I read many years ago about people who lived in the antarctic who were too warm if they had more than a short sleeve tee shirt on if it got up to 32F (0C). Or the article about Russians on a beach - the picture had people dressed like we would if it was 70F (21C) - shorts, tanktops, swimsuits, but it was (I don't remember exactly), 40's, I think.
It isn't just people. There are published studies of the physiological differences between cold acclimated and not cold acclimated cattle, hamsters, gerbils, sparrows,...
And chickens.
So far, I haven't found much on differences in feathers but there are differences in fat, various metabolism measurement, ...
This is particularly interesting... chickens acclimated to warm temps were exposed to cold and shivered. Cold acclimated chickens were exposed to the same temps and did not shiver.
Link to the study
Hm, I think I need to be more consistently careful about what I say to people in the south who are worried about cold snaps.