You shouldn't be heating your coop. The birds don't need it and you're setting yourself up for a major loss. If your power goes out and the birds are suddenly plunged to freezing temps from where you have it now it can kill them because they haven't been able to acclimate to the colder temps. I would right now start weaning them off heat by lowing the coop temp 5 degrees a day until there's no more heat. Plus if you're using a heat lamp your coop is at high risk of burning down. Heat lamps cause many coop fires every year when people try to heat their coops for their birds.
How's your ventilation? Have you blocked that off too? If so that may be why they're sneezing. There could be a build up of ammonia in the coop air. Plus with no ventilation frostbite is going to result, so if this is the case, you'll want to fix it ASAP.
Aside from that as a possible cause, any other symptoms? Foamy or bubbly eyes? Nasal discharge?