Begs a few questions does this.
I would imagine that it would be very painful for a chicken to lose toes and sustain wattle damage. Should that have been through amputation of some sort we (humans) would accept that this was painful for the chicken. Losing by frostbite is a relatively slow process and I would imagine painful over a long period ot time.
You don't mention whether the chicken concerend exhibited any demonstration of being in pain but I'm going to assume not.
The same can be said for the majority of chickens I've treated for various injuries, some, should they have been inflicted on a human, would have that human screaming in agony. Having a chunk of flesh ripped off ones back say 20cm wide and down to the bone to make a comparison with what happened to this hen for example.
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What are we to assume then? Chickens don't feel pain or humans are pathetic wimps?
I think they feel pain but like many other creatures they hide the fact that they are in pain. Unfortunately some humans take this to mean that the chicken isn't in that much pain because they judge the response by human reaction.

You mention that you found the EX Batts showed little distress at the low temperatures but given the above that doesn't mean they are comfortable.
The Ex Batts here behave much the same as you report; not much seems to disuade them from getting out in the allotment run at every opportunity. Does this mean they don't feel the cold, or does it mean they don't tend to show discomfort until they are about to drop dead. I'm going for the later. This is what many people who keep chickens say, but unfortunately they don't progress with the knowledge to the point where they accept they don't know when a chicken is in pain. This, unfortunately again, means they will ignore what should be obvious through logic and reason and only be concerend when a sickness becomes obvious to them.
My view in part with the Ex Batts is that they have endured so much pain and discomfort a bit of cold is a small price to pay for the feeling of earth under their feet, regular feed, feeling sunshine on their bodies and all the other emotive things I could write.
This is my view of chickens in general. They don't provide messages we can understand regarding their state of health and comfort level. It is up to us to try and understand what type of creatures they actually are and not pay much attention to the "my chickens are just fine at minus 20 centigrade, or living on scraps, or having bits cut off them etc etc.
My view; chickens are jungle creatures and that is the type of climate and environment the thrive in.
Just look at where they have established feral populations should give us a clue.