I have almost the same exact issue but I don't have the heat lamp going. They love to come out in the morning and have no problem going up the ladder if they want to but, but just won't return to the coop at night so I've been taking them in by hand. I'll try keeping their food and water in the coop and see if that helps. Here's a couple photos of my coop and run.
I'd grab one of the loose cinder blocks you have in the bottom photo and prop up the end of the ramp on it, to reduce the angle and make it easier for the chickens to use the ramp.