The pigeons i had outside in wire cages (sometimes thin wood panels, and/or plexi glass shields taped to the side/s), i set up small cardboard boxes with newspaper and pine needles, and tarps wrapped over open or locked in cages/coops. if it was really cold id use cheap coolers wrapped in duct tape to insulate and stop from pecking and scratching at, and again layer bottom in newspaper and pine needles. i suppose using plastic coolers would work better, but dont use anymore since in the south, cardboard boxes with the newspapers, as well as the pine needles, if its terribly cold. ive not had any trouble unless it starts to get warm out, then the parents will sometimes stop feeding. otherwise over insulating or having inside, seems to cause more problems and stress. inside i just use large bowls, that i need to probly put holes in bottom of. ive used the pine needles in bowls on top of layered newspaper, in boxes. you can then just remove soiled paper on top and replace for warmth of bottom. I find its easier to get cheap large dog bowls (use sand paper to scratch up insides), for a dollar, then fill at least halfway with pine needles, then they can regulate heat better.
I only ever lost chicks from my colored homer pair inside (mold, moisture, over heating). Extra squeakers that have been overheated/smothered when tried to raise inside. One foster newborn squeaker outside, when the foster father wasnt sure what to do as apparently and they hadnt started producing crop milk, and he kept feeding feathers and it choked to death on them when i was gone for day/s. All my pigeons apparently prefer to and nested better in winter cold. They may need more corn, milo, sunflower, and possibly wheat, in winter. ive fed straight layer pellets, in freezing water solid, cold winter rearings, and never had any trouble outside, as chicks grow quick and fat then. Id heard layer pellets could be bad long term for pigeons, but used for a year or two and no trouble, except to rich at times in warm weather, so i switched to pigeon pellets, but recommend the energy/carb mix, over the protein breeding/moulting mix, as had better results all around with layer pellets with calcium enrichment for cocks hens squabs and especially egg shells.
I only ever had homers and ferals, i think, up north in the average20 during good day, to -20 degrees F. at night, and down a lot lower during both. Otherwise, down south here now, i only ever dealt with slightly below zero here i think, but enough to totally freeze water quick occasionally aside from one or two winters. down here ive discovered, tried, and had a handful of fancier and supposedly a lot less hardy breeds.