I cut fabric for furniture for a living, and my machine takes a heavy, clear plastic. I rolled some of that off and covered the south and west sides of the run, along with the small space under the coop they hang out in. Then I took cute scraps of fabric and covered the windows with it, allowing some air to come thru, but not the gusts. I left the vents at the top of the coop open for ventilation. I have also added a 2x4 on top of their roosting bar so their bellies can cover their feet when they roost.
Now, tonight, there are 50 mph winds here and it’s like 25 degrees considering the winds. So, I hauled the chicken tractor into the garage, threw some worms and sunflower seeds in there, and they went right in. Closed the door for the night, and now I’ll be able to sleep well knowing my babies aren’t in those winds. This is my first winter with my babies, and I only had one to molt (my silver laced wyandotte) and she still doesn’t have all of her feathers back. May not be ideal, but they won’t freeze to death in there.