I put/built a brooder area into our coop with a door so only the smaller chicks can get through. So they can be in with the big gals but if there's a disagreement they have a place that's warm and protected. Mine are four weeks. Even the big gals like being above the brooder on the cooler nights. (No, they can't poop into it.)
But yeah, shower curtains work, those clear plastic mats for computer chairs to roll on work, tarps and even just heavy polartec fabric help. I once got a ton of polartec fleece cheap and used it for a wind break.
Pine needles are also insulative, so are dry leaves. But ditto the recommendation of a nice hay layer for warmth.
My four week olds already run around outside at day time temps, then head in when they're cold or want feed.
As long as they have a warm place to go, they're usually fine.