So what you want is to have them protected from wind while they are sleeping, as was said. This was super confusing for me at first, but 3KillerBs has some great diagrams that I wish I had seen before I built my coop.
https://www.backyardchickens.com/threads/suggestions-in-re-these-ventilation-cartoons.1527692/
We only see -30 for a small stint each winter these days, but here is what we have done.
- Built a large attached run covered with hardware cloth and greenhouse plastic that a kind animal made us two "vents" in.
- Door from coop to run stays open all the time in the winter, and adds to ventilation.
- The two big south-facing, hardware cloth windows get greenhouse plastic in winter. We keep meaning to get around to plexiglass, we will someday. The doors that the windows are on have some cloth weather stripping in the cracks, which brings down drafts but still lets air through.
- There is a vent down below and up in the ceiling. I have heard of folks putting filters of sorts on these in the winter so air gets through, but not wind.
- We use supplemental heat if it goes below -10.
- We use deep litter, but it is a double edge sword. It adds heat and insulation, but it means there will be more moisture in there when it is cold. Moisture is the real problem.
The best thing I have found is to select breeds carefully, but it is hard to do that without experience. I can't tell you for sure what will work for you, but smaller combs have proved to be better for me. Some of the advice on "cold hardy breeds" I have found to be wrong, too.