I had to bring a hen in the garage 2 nights ago. She molted very late, and her back is covered with pin feathers. When I found her she weak, exhausted and icy to the touch in a nest box. She has spent the last 2 days in a dog crate with food and water in front of her (temp more around 35, around 40 degrees warmer than out in the coop). She is feeling much better, although not grateful at all for having been saved. If it warms up tomorrow she will go back out, although with close monitoring.
In this kind of bitter cold anything that makes a bird less than fully healthy can contribute to cold deaths. Recent brooding, birds that are debilitated due to hard molting, poorly feathered birds, external or internal parasites, or anything else that affects their ability to eat normally or retain enough heat can push them over the edge.