Do not worry about them being warm, worry about them being DRY. When you think warm, you think shut this up tight to trap the warmth in, and what you actually do is trap moisture from their poop and breath. In small coops, this moisture and accumulate quickly, think of being in the car without heat on a cold dark night.
Damp chickens are cold chickens. What you want is dry chickens out of the wind. So you need a lot of ventilation above their heads. You need roosts so that the tops of their heads is 15 inches + below the roof. This allows the moisture to escape, with the warm air rising and that keeps the birds dry and warm.
So counter intuitive, since we have been told since childhood, "shut the door, are you trying to heat the outside?" Again, if you keep them DRY they will be warm.