Here in Northern Wyoming, not far from Yellowstone Park, I leave my pop door open year round, 24/7. As has been so well stated, kept dry and out of the wind they do very well.
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What kind of ventilation do you have in coop?
The picture from top to bottom shows incubator temp and humidity shed temp and humidity chicken coop temp and humidity and inside the house temp and humidity. I'm in Fairbanks Alaska coop is insulated 8 x 12 building but no extra heat source generally stays about 25° warmer in the coop. I open the chicken door every morning and close it every night at dark anytime the outside temperature is below zero. Even at 30 below zero the coldest the inside of the coop has gotten is five below zero. Currently at zero outside, and inside the coop is 23°.