As long as they are not in a direct cold wind ruffling their feathers that should be fine outside at that age. That's 14 F and not all that cold to a chicken that is fully feathered. That cold is not an enemy as long as they are protected from a wind.
The other question is a little harder. I don't know what the coop/run looks like or what your door looks like. If they don't go back into the coop immediately you can probably herd them in with something like a broom on your hand to spread out and look big and wide. Just be slow and guide them in that direction. But if they are enjoying themselves why not just wait and see if they go in on their own?
For the long term you might train them to come when called. Select a specific bucket and use that to hold treats. Feed them treats from it every time you rattle it or maybe chant "Here chicky chick". Pretty soon they should run to you every time you rattle that bucket or chat.
