-40 C is the same as -40F so without running the calculations, et's as cold as the op says.0C is 32F, so math wise 32 less 35 is actually -3F, right? Or no?
I'd worry that there are only two birds to huddle next to each other. My cold blasts are nothing like the OP, but you could wrap the roosting area in tarps to completely block the wind--I did that once and it helped. Sometimes in extreme storms the wind comes from an unexpected direction.