They're old enough. Wasting energy running that heater, IMO,(but I understand the concern, first winter is
hard on our brains) wait until it gets down to 0F. Don't jump the gun on behavior that makes you think they are too cold, it takes some experience to know when a bird is truly in distress. Bringing them inside introduces a whole other can of worms with getting them back out without shocking them due to temp differences. I test for distress(both winter and summer) by tossing down some scratch, if they don't go for it, might be time to intervene.
They might be a bit freaked by the plastic...anything new, SMH. Try enticing them out with some scratch grains or treats....or toss them out there, they'll get over it.
I have a softspot for Woodstock, and Hudson Valley in general, spent summers near there in my teens.