Shalva- I live in Maine and we have about the same weather. We have used this method with our ducks since 2002 and it has been great.
We use straw, not hay in the winter in their shed. Straw is hollow and traps the air, so it is much more insulating. We bed deeply, and daily pick out the frozen poop, adding more straw to replace what we take out. Every week or so, I remove it all and start over, scraping the floor if I can, to get what seeps through to the rubber mats. The biggest thing is that they can get out of the wet/wind into a dry area when the temps are very low. Yes, they do have down coats, but they still do get cold. They need a protected area to be able to hunker down in.
We start feeding corn with our normal pelleted feed when it starts getting into the low thirties each night. And increase the amount we feed slowly to allow their systems to get used to it. We now have nine hens and one drake, so we don't use layer pellets, just a general all purpose food, with additional supplemental calcium during the laying season.
My personal opinion is that I think that during the cold weather is is beneficial to allow access to food and water during the night. We use heated dog bowls, which are unlikely to cause an issue with the electric. That is something that I am phobic about. We put the dog bowl in one of the black rubber livestock feed pans and put that on the large top from a rubbermaid tote. I have a few feed pans and an extra dog bowl that I can switch out if it is very cold and the stuff gets frozen. If your ducks like to swim during the night, lay a board with brick on it across the bowl so they can drink, but not climb in.
Since there is no free ranging in the snow, we feed a variety of chopped greens/veggies. I feel it balances out their diet and adds some enjoyment to a really yucky time of year. Some gets spread on the straw and some gets thrown in the water.
We also use a bird bath heater in their swimming pool for the winter months. I think bathing even in the winter is very important to keep them in good feather condition. And since we have no balance in our (my) judgment or lives, drag out hot water to pour into some of the extra feed pans just for their enjoyment and because it is so fun to walk down the icy slope to the barn/sheds carrying full buckets of hot water. Thank God for my wonderful hubby who will go along with this nonsense. But, anything for my darling pets!! And if you think this is a bit nuts, someday ask me about what we do for all the other species of critters we have! Sometimes I really do think I need some balance in my life...........................