Welcome to BYC - good luck in keeping Peedy safe through the winter. An open shed facing away from the prevailing wind combined with a pen should get him through the winter.
One morning I took Peedy''s treats out and made a complete circle around the house as it was lightly sprinkling rain and I didn't see him anywhere. As I got back to the tree he roosts in I turned around and he was right behind me. Apparently, to shield himself from the rain he had been bedded down underneath a metal utility table/storage unit. He literally had to crouch down to get under there though so we customized the area to provide him a 5' x 7' covered space that allows him to fully stand up and walk around in or bed down under. It seems to be to his liking for now.
We have a back deck that runs the length of our home. As we considered what type of winter shelter to provide for him we wondered what he would actually be willing to enter into or use. We joked that it would be nice if Peedy would simply hop up the one step that leads into our 20 x 20 screened in porch. He would be safe there and it could easily be heated with a radiant wall unit. I'm unfamiliar with the peacock thought process but I'm hoping to convince him that the step up into the porch is his best bet if he wants a comfortable and relatively stress-free place to survive a harsh Michigan winter.
Hi! Welcome to BYC, a little belated. Can you entice him on to your deck using treats? Is there a place for him to roost on your deck, or can you make one? Are you okay with his droppings on your deck, or will you put straw down for the winter to protect it?