I have a red heat lamp hanging in my coop as well. I was under the impression that the girls couldn't see the red light, but it seems I was wrong.
We have a really warm week here, so I had unplugged the light. Well, each night when I would go out to close the doors on the henhouse, I found my ladies all snuggled together in the run. They couldn't find their way into the house in the dark without the red light apparently.
So I have plugged it back in for them.
Oh, I had a thermometer in the coop at one point too, but then a reptile dude at the pet store said a red lamp won't heat the air, just the bodies, bedding, etc. So a thermometer won't give you a good reading.