Hi, welcome to BYC! I'm in Mass and have coturnix, they do fine in the cold, I don't know much about other kinds of quail but I think bobwhite would be good too.
I live in upstate NY as well and have been breeding Coturnix Quails for about 3 years now. They have been just fine in 0'F weather,-20 real feel with windchill. I don't have a heat source for them. Just a heated water bowl that the Quail's just use for drinking. Im still shocked that they can tolerate that type of cold. Only problem is that they barely lay eggs. 2-3 a day out of 13 hen's. Normally its 13-14 eggs. Of course at that temperature eggs are like rocks, and i have to thaw them out in water. Just make sure that they don't get direct freezing wind.