I was so with you when I started chickens 15 years ago. I was making the mistake of worrying about keeping chickens warm. Since childhood we have been taught, close the door, trap the heat in.
And that is the wrong worry. Do not worry about keeping them warm, worry about keeping them DRY. Dry chickens are warm chickens.
To keep them dry, and thereby keeping them warm, you need to have deep dry bedding on the floor. You need to either remove dropping by using a poop board, or sprinkle the bedding with scratch once a week so the birds turn the bedding and break up the manure, drying it out.
You need to look at the position of the roosts. They should be placed so that birds have about 15 inches ABOVE their heads, away from the ceiling. And placed so that a bird is not right next to the wall. If too close to the ceiling or wall, their breath will collect on the wall or ceiling and rain down on them.
You need a lot of ventilation above their heads. You want the warm moist air to leave the coop, warm air naturally rises and will escape and not collect on the birds. The coop should act as a wind break, not a warm spot. A place to get out of the wind, that is dry is warm for chickens.
I also set up a wind break in the coop, a place to get out of the wind. I do hook some shower doors to it, so they have a little sun porch. But it is open on both sides.
I live in western SD, and we are frequently below 0, often -10 to -20, and a couple of years ago, -35 which is very, very cold. Healthy, well fed birds, came through that just fine.
The chance of fire is real, beware.
Mrs K