My Broody hen raised chicks in -20 degrees, without heat, and taking them outside of the coop.
Always give the chickens the choice, they know more about it than you or I do, I do have an open outdoor shelter against the prevailing wind, and mine come out every day. Open the chicken door and let them choose, fresh air is important for chickens. Don't kill them with kindness. If they stay in, that is fine, maybe later in the day they would want out, give them the option.
People worry about the cold, and should not, unless their birds are not getting enough food. Feed them well, give them a windbreak, and let them make the call.
In the winter, I cover my run with old hay. If I hear of a storm coming, I will quickly pile it up. Then after the snow, I flip the hay on top of the snow. Sometimes chickens are scared of snow! haha
Mrs K