A coop that is properly ventilated to keep the humidity down and keep the birds out of the wind goes a long way towards preventing frostbite.
When my little idiots decided to sit on top of the haybales in the snow storm, they got frostbite. When they were forced (by me) into the coop inside the haybale cave, they looked much better. About mid Spring their combs healed, but their comb points weren't as pointy.
Wind break. Ventilation. Coops are not normally heated unless you have babies that aren't fully feathered or something. BYC members in Alaska have said this on other threads.