you can use hay in your coop as a litter but hay breeds bacteria and such. when your using it as a litter you'll be cleaning it turning it and ect. stacking them means stationary, they absorb all the moisture and make a breeding ground sitting still in stacks which is why i stack them on the outside. about the cold, yes chickens handle the cold very well, insulated coop with no drafts and plenty of ventilation and they will be very cozy and warm together. each chicken will generate a good amount of heat and they all squeeze together on there roost to keep a good heat bubble. you do need to watch the combs and feet though. chickens can do well in freezing weather as well as long as its a cold hardy breed.
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the most important thing in winter is a dry well ventilated no draft coop