Shelly's a great name, BTW!
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A BBC TV show called Winterwatch aired here last week. They used a thermal camera to show how much heat birds (passerines at least) lose from their face when it's cold, and how, by tucking their heads into the feathers on their back/ behind their wing, all the heat sources disappear. The same applies with the feet. So tucking in the head v leaving it hanging / exposed or even extended (as in this thread's opening photo) may be just about the need to insulate or to lose heat.Temperature important as to whether she tucks head in feathers on back or keeps it retracted to the front.