I raise cockateils and diamond doves outside year-round.I poly their pen so there is no drafts but you don't want it to tight as mold will start to grow,so make sure there is a fresh air supply but not where they roost.i don't think a heat source is a good idea.If you supply heat they will not produce the down that keeps them warm.Dont cover your pen until it reaches around 35 degrees so they can produce the down,after they produce the down you can cover them.I am in N.H. and it does get into the teens and sometimes lower but no long term.Your birds will be much healthier if they can endore the winters outside.
In N.H.,Tony.