Instead of thinking warm, think DRY. It is very very important to keep chickens dry and out of the wind, and they can take some brutal temperatures. My own have lived through -35 F and lived to tell about it.
When one thinks warm, they tend to think heat and to close the coop up tight to save that heat. There are a lot of coop fires with this idea, but worse, when you close up a coop, what you contain is moisture. Damp chickens are cold chickens.
Think of being in a car with a group of people in the cold night with the engine turned off. Almost immediately the windows fog up. That moisture is just from breath, add to it the moisture from droppings and it is important to have adequate ventilation to move that warm wet air out of the coop.
So I think you need deep dry bedding on the floor, and roosts situated away from the wall, and with a headspace above their heads when roosted of 12 -15 inches. And you want space in-between birds, give or take. Ventilation above their heads, as warm air rises.
This lets their breath move up and out of the coop. They will be fluffed up, trapping their own heat - but they really don't share their heat with the neighbor bird. Think of being in a football game - your parka does not keep the person next to you warm. But you do tend to huddle together - but what you are doing is blocking the wind.
So if your coop is closed against the prevailing wind, and open on the far side. The moisture will move out, and the warmth of the bird will not be blown away. And these chickens will be warm.
For a long time, I read keep them out of a draft and with good ventilation...which seemed counter advice. But I figured it out.
Mrs K