As long as the coop is dry (low humidity) and a breeze is not hitting them on the roost most chickens are OK down to around -20 Fahrenheit (-30 C). Below that they can have problems. The one problem with that is that the combs and wattles can be frostbitten at higher temperatures. The ones with huge combs and wattles are at more risk. The higher the humidity in the coop the higher the risk. This might be interesting to you.
Cold Weather Poultry Housing and Care | BackYard Chickens - Learn How to Raise Chickens
Frostbite is hard to talk about because there are so many variables involved. Growing up in East Tennessee many decades ago we had temperatures drop to -8 Fahrenheit one time. Some single combed chickens slept in trees. Those trees were out of the wind, the humidity was really low, and they had great ventilation in the trees. Those chickens did not get frostbite. But some people on here have frostbite problems at a warmer temperature.
This article talks about general feather loss but has some good information on molting.
https://bookstore.ksre.ksu.edu/pubs...ather-loss-in-small-poultry-flocks_MF2308.pdf
Fast molters lose feathers in clumps. Clumps so big that you can see bare skin. Slow molters lose feathers so gradually you can't tell they are molting by looking at them. You know they are molting because you see the feathers flying around.
Now to your specific questions. Before they were domesticated chickens evolved to handle the environment without human help. They evolved in areas that had pretty cold winters. The pioneers in New Jersey and further north kept chickens through their winters. They did not have heaters and such to keep chickens warm in winter. Chickens were domesticated thousands of years ago, long before there was electricity available to heat them. Those chickens molted in the fall also.
We house them in coops and runs so we limit where they can go to get out of a breeze or bad weather. We need to provide them a way to get out of wind or weather. We need to provide the best ventilation we can to keep humidity down. But given a little help they can manage very well, even when molting.