In winter I close my window that is at roost level and depend on ventilation up higher. In summer that window is open. The area of my roost that is in front of that window is the preferred roosting area, winter and summer. The chickens highest in the pecking order want to sleep there.
Your concern seems to be that they will get cold and freeze to death. As long as you don't have a cold wind hitting them that will not happen. If they have an option they will move out of a wind.
Your real risk is frostbite, mainly on the comb and wattles. If you keep the humidity level low with good ventilation that should not happen. Moisture can come from their breathing, their poop, and you probably will have thawed water in there. You live in that climate, you should know to not go outside with wet hands or a wet face or you risk frostbite. Same thing with them, moisture is the risk. If the air in the coop stays pretty dry they can handle really cold weather. If you have bad ventilation and let the moisture build up they can get frostbite at temperatures just below freezing.
One of your neighbors up in Nova Scotia wrote about his chickens sleeping in trees. They'd wake in the morning covered in snow, shake it off, and go about their business. Those trees were in a sheltered place so the wind was not a problem. You can't get better ventilation than sleeping in a tree.
The coldest I've seen chickens sleeping in trees was in East Tennessee, the temperature only got down to about 8 degrees below zero Fahrenheit. You should see colder temperatures. But seeing them convinced me that pure temperature isn't the problem. Wind and ventilation is.
I took this photo when it was +4* Fahrenheit. I left the pop door open and let them decide if they wanted to come out. Since a cold wind was not blowing, they did.
