I grew up in the Cumberland Gap area in Tennessee. I remember one winter we had several days and nights straight that it never got above zero Fahrenheit. If I remember right that was in the late 1950’s or early 1960’s, it’s been a while. We had some chickens that slept in trees. Most were in the hen house but a few slept in trees. Those chickens did not freeze to death and they did not get frostbite. Those chickens were not on a bare limb overlooking a bluff squawking defiantly in the teeth of a blizzard, they were in a sheltered valley where they were pretty well protected from the wind but also had great ventilation.
People like to think that keeping chickens is something new and that chickens are oh, so delicate. People all over the world in climates a lot colder than you will see have been keeping chickens for thousands of years, long before there were heat lamps. They did not heat the area where the chickens slept or where they spent the day. Just like the wild birds that overwinter where you are, they allowed their chickens to keep themselves warm.
Chickens need two things to keep themselves warm and from your photos they have them both. They need to be out of a strong wind. They keep themselves warm by trapping tiny pockets of air in their feathers and down. A strong breeze that ruffles their feathers can allow those tiny air pockets to escape. Gentle air that does not ruffle their feathers is good, that means they are getting good ventilation, which is the other thing they need.
The biggest risk to chickens in not freezing to death, it’s frostbite. If the air is really moist they can get frostbite at just a little below freezing. But if you can keep the air pretty dry they can stand it really cold without a problem. In a tight coop, especially a small one relative to the number of chickens, the moisture can come from their breath, their poop, or maybe a waterer, especially if that waterer is heated. Good ventilation allows all that excess moisture to go away.
The problems with a lot of our coops is that they are not set up for chickens to keep themselves warm. They are so tight that moisture cannot escape. Or we create wind tunnels that don’t allow them to get out of a breeze. Your coop does not have those problems. You did well.
A few years back I did an experiment on roosts. I tried tree limbs, 2x4’s on edge, and 2x4’s flat. I mixed them up and moved them around so where they were in the coop (the window area is favored) and so height was not an issue (they tend to sleep on the highest point available). There can be a lot of discussion on this forum as to what chickens prefer. My conclusion was that people care a lot more about that than chickens do. To chickens it just doesn’t matter.
I now have a 2x4 on edge like you have and some tree limbs. Some parts of those tree limbs are pretty small yet they get used. When my chickens scrunch down on the roosts to sleep at night in cold weather they fluff up a bit to allow that insulation to keep them warm. Their feathers cover their feet so those stay warm too. Wasn’t Mother Nature clever to come up with that? The coldest I see most winters here is a few degrees below zero Fahrenheit. My chickens have no problems with frostbite on their feet. I see no reason for you to change your roosts, they look great.