Raising chicks outdoors in the coop from the start eliminates a host of issues - integration problems, natural day/night freakouts, no immunities to natural pathogens, dust and noise in the house - and builds confidence as they learn from the start how to be chickens.
https://www.backyardchickens.com/t/956958/mama-heating-pad-in-the-brooder-picture-heavy-update
Heat lamps have been the norm for raising chicks for years. But look into other options - there are safer choices out there. Many use Eco-Glow brooders. Many more of us use a simple heating pad over a frame as an affordable alternative.
https://www.backyardchickens.com/t/956958/mama-heating-pad-in-the-brooder-picture-heavy-update
The one thing you really need in your chicken first aid kit will be the one thing you don't have. <sigh>
Chicks (and chickens) die. Sometimes there is no rhyme or reason we can see and we drive ourselves crazy with misplaced guilt. If we know what happened, we can try to fix it so it doesn't happen again. Otherwise we just have to let it go and move on with those we have left. It sounds cold, but sometimes it's just the best we can do.
I don't believe in a predator-proof setup. As soon as I believe that my setup alone will prevent a predator from access, I can become complacent, and there's no room for that in chicken keeping. Watching for weak spots that may appear, signs of recent activity around the coop or run, and being aware of what's going on in and around are critical to thwarting the attempts of predators. They say build it like Fort Knox - I say even Fort Knox has layers of security, guards and monitors everything carefully.
Enjoy them. They are fun to watch. And folks here are generous with their support, and honest about mistakes they've made along the way. Welcome!