You are correct in that some water will splash out when putting the outer cover on the waterer. In the winter, I simply take the waterer out of the chicken coop, fill it outside and let it splash there when I put the outer cover on, and then put the waterer back into the coop on the heated base. I had no issues with water freezing on the metal waterer or the metal base heater when I did that.
Also, let me mention, that 3 gallons of water in my waterer lasts my 10 chickens approximately 10 days in the winter freezing weather. Of course, I check the feed and water every day, twice a day, in the morning and at night when I lock the girls up. But even when the temps got down to -30F, the water did not freeze. I suspect that the constant heat from the metal base heater was enough to warm the water and the water itself retained enough heat to prevent freezing when the nights dipped down to -30F.
My chicken feeder and waterer are inside my chicken coop, so they are sheltered from direct wind. But I consider this necessary where I live in northern Minnesota. My chickens would not even leave their coop for about 3 months last winter. They did not like the snow on the ground in the chicken run.
Some people were concerned that having the waterer in the coop itself would lead to high humidity in the coop. This was not my experience. I put a sensor in my coop that reads out both temp and humidity. For the most part, the coop was slightly warmer and LESS humid than the outside readings. So that was a plus in both respects.