Don't worry, you are not alone.
I have a remote thermometer, a thermostat heather and my baby video monitor in the coop so I can watch my chickens from the bedroom while I monitor the temperature in their coop. The first few nights when the temperature dropped below 30 F I was so worry that I couldn't sleep.
I have one bantam that is very young, she is only 3 months old, and I was quite concerned about her. When I went there to bring her in the house I found her hiding between my 4 Buff Brahma Bantams (smart little girl). Only her Bick was out. Some chickens are smarter than what we give them credit for and they will find a way to keep them self comfortable and warm.
I have a suggestion if you like. Under my chicken coop I put few exercise mats (the very thick rubber one) covered with hey. They are much warmer than the ground or the coop floor. That gives the chickens a warm floor when they want to rest, I also have two bales of hay in a covered area where they can seat and keep their feet warm.
This is my chicken run. On top there is a deer net, but because we had so much snow it looks like solid top cover.
This is the run before I added the new extension (on the left )
I noticed the pine bark nuggets are warmer than the ground, and the chickens love to dig in it.
This is one of my lazy Buff Brahma. You can see under the coop the rubber mat.
And here's my little one.
and her best friends....I believe they adopted her because she is always with them and the silkie.
Once they past the shock of all white around my dirty little girls start digging under the snow.
I have the red dirt, and no mater how much I try to keep them clean, my white chicken are and will always be.... red