I am not sure if this was mentioned in this thread at all. Remember this. A DRY CHICKEN IS A WARM CHICKEN. Do not forget this. A chicken keeps itself warm if you give it an area that will make the chicken keep warm. The area needs to be well ventilated so humidity does not build up. It also needs to be draft free so wind does not ruffle the feathers causing the chickens to loose that wonderful heat they build up under that lovely down coat they make for themselves.
I am not against insulation. However, if you are going to insulate to give yourself an excuse to close up the coop to "keep the heat in" then there is a problem. Thinking about getting the humidity out and your chickens will be happier. It gets down into the -20s F here in northern Montana. I have never lost a chicken due to cold weather. In fact at that temperature my girls are outside in the covered and protected run doing chicken things all day. They peck at their food, they drink, and scratch through the pine shavings hoping to find a lost treat.