I think you have two ducks, yes? And they probably don't weigh more than 5 pounds - I think it would be difficult for just the two of them to keep themselves warm enough in a really frigid shelter.
From my experience with Runners, I can say that not all ducks have the same cold hardiness. And from threads here, I have found that some folks who say their ducks are fine in extreme cold actually have a shelter available to the ducks that stays closer to 35F to 40F. For me, it's not a question of survival but of thriving. I have a number of Runners who do not thrive below 35F - so they have a night shelter that stays at or above 40F. And when I let the flock outside, I watch them. On a cloudy day that's 25F and breezy, they'll start showing signs of getting chilled, and I bring them in.
I aim to adjust their setup so that they can bring themselves in, but for now they cannot - and I must pay attention to the weather report. During a blizzard, of course, they remain in their night shelter, that is nice and roomy with a little over 100 square feet for 14 small (3 - 4 pound) ducks.
At the very least, have a backup shelter for them - and please keep track. I had an indoor-outdoor thermometer set up to read the temperature inside the duck coop without me opening the door and making it even colder. That is how I monitored them their first winter, and that's how I learned what the threshold of my less hardy ducks is.
Also, there have been some record-breaking low temperatures - ducks do have their limits.