Do you have a dog exercise pen or something similar that would 'capture' the heat under the lamp for them, but allow them to move out if they get too hot? Some people call this a heat well- it means that the perimeter, often sheathed in wood/cardboard, captures the heat. I guess you could make a similar perimeter of bales of hay or straw so long as you set it up for fire safety. I remember seeing a pic of something like this at BYC, made from a huge flower put, inverted, with the base cut out...and a small opening around the rim for exit...