I can understand your concerns, I’m in northwest NY, and the February days where it gets down in the negative teens always make me feel bad for them. What I do is put sand at the bottom of my deep litter to absorb moisture, put straw bails around the base of my coop and run for insulation, and put Vaseline on combs and wattles on the coldest days. The worst I’ve ever had happen was one rooster with a little frost bite spot on his extra large wattles, that healed quickly. But I’ve started buying northern chicken breeds like Chantecler, Breda, Icelandic, because I just feel like it’s unfair to the temperate climate breeds to make them shiver through our winter. Just my two cents.
Definitely wise to consider climate in breed selection.
Still not a fan of sand, but if it works for you, keep doing it.