I have quite a few and this will be the second hard winter for some of them, they do just fine in subzero temps as long as they are in a draft free and dry coop that is well ventilated. I do add a heatlamp or in this case today 2 heatlamps because the temps with windchills are -35 below. If they get cold out in their covered run (no heat) they retreat to the coop under the heat lamps.
I have two 7-8 month old Cochins, 1 was laying for a month or so, but I think she quit during the first cold snap. I am pretty sure none of the eggs I still get are hers and I haven't seen her in the nesting boxes. They are both doing fine in the cold weather though, I think the extra feathers help.
Mine didnt start laying til she was over 7 months old. The second one never started. I am hoping they lay better come Spring. My buff was laying almost every day before it got cold. I am planning on getting 8-10 more Cochins this Spring, so hope they do ok.
My cochin is laying after a 20 day break from going broody and being broken out of being broody. Despite all the literature, she's really a good little layer, if I can keep her out of the nest box and off the eggs! HA!