Thought I would add to this. After reading these forums, I've come to realize I probably raise quail in one of the 'colder' areas of America.
I moved coturnix into an outside enclosure this fall/winter. Our temperatures are down to -4f at night, very cold nights get down to around -25F. (havent seen this yet this season)
Our daytime high has been 40's lately because a storm front moving in is bringing 'warm' air with it. More normally, the temps are in the teens or 20's during the day with consistent 15mph wind. If you are wondering what hell I currently live in its called WY. Its not all bad. Just for raising quail and gardening.
With all of that said, to acclimatize my coturnix, I used an elevated 250 watt heat lamp. Reduced the bulb wattage over a period of 2 months, and eventually I eliminated it.
I ultimately wired the coop so that three strategically placed bulbs close to the quail (inches away from head) turn on and supplement heat. These bulbs turn on with a thermostat, when temps go below 35F.
Should we lose power, the coop is draft free, with a straw+sand+pine shaving bedding. It provides some ground insulation and warm temps. Allows hens to burrow down, even get broody on eggs.
The coop is mostly solid walled with good ventilation. Its built onto a stock tank, so the 1st foot of wall from the ground is solid metal and totally draft free.
A bulb in each covey is 25watts(edited to add: dark blue almost black), and a 3rd is in a common area near two 'separation' cages for isolating males. That one is more about some lighting than heat, and is only 15watts and white.
During the summer the front swinging hutch style window/doors are only 1/4" hardware cloth. I placed mirror hangers on the doors and covered them 90% with plexiglass panels for late fall winter. Painted hardboard inserts also cover the extra ventilation we have and don't actually need in cold weather.
Coturnix quail seem to be just fine. I often wonder how miserable they are and check on them, just to find they are all content in their micro-climate.
So long as you provide a draft free environment, an area they can take shelter and collectively produce some heat in, and adjust them over a few weeks to a couple months. They should be fine in some of the worst weather. Even without additional heat.
The more difficult task is keeping water unfrozen and readily available. That's worth a whole conversation in and of itself.
I'll come back and add a photo, or link to my website with photos later if I get a chance, and its helpful to you. Try not to baby the guys, as cute as they are they are pretty hardy when matured.