Let me explain how chickens stay warm. First, a dry chicken is a warm chicken. Chickens trap air pockets under their down. These air pockets provide insulation for the chicken. It's like you going out in the winter and dressing in layers. You are warmer with several light layers than you are with one heavy layer.
Now back to the coop. You need passive air circulation. You don't want the chickens in a draft, but you want to get that warm but moist air out of the coop. Since warm air rises the moisture will go out the upper vents. I know it sounds wacky, but again, a dry chicken is a warm chicken. Get that moisture out. A closed up coop that has high humidity will be more likely to have frost bitten chickens than a coop with lots of high ventilation and low humidity even though the coop with high humidity might be warmer. A closed up coop might also have high ammonia levels due to the poop staying moist and not drying out. This makes the air in the coop unhealthy for the chickens to breathe.
There are a lot of members here who live in areas where winters are harsh. They live in Alaska, Montana, Idaho, Colorado, Michigan, Wyoming, New York, etc. They don't heat their coops. The fire danger from the heat lamps is just way too high and unnecessary for most climates. Remember, the pioneers had chickens. They didn't have electricity and their chickens were fine. The wild birds outside find places that are out of the wind to sleep at night.