I'm in Maine and let's face it, last winter in the NE was miserable. Between the sub zero temps, winds and then the snow, it just wasn't a lot of fun for anyone, the ducks and geese included.
Mine have a fully insulated human sized building with windows and a door that is locked at night. A couple of things I learned last year, yes, the insulation is great as is the heat lamp when it's 30 below with the wind screaming. More ventilation is needed. I thought that with the 2' x 4' water porch built into the floor of their housing and the cracks around the SW facing door, there would be enough air exchange. Nope, there wasn't and even with another opening cut into what will be a second door, it still wasn't enough. Back to the drawing board...there will be 3 rooms to the duck and goose house by this Fall. A new water and feed area will be built as well, this new one being 4' x 6'. There will be 5 new vents put in as well. One in the ceiling of the feeding room, that will exit through the eaves and the rest in the eaves of the other 2 rooms. The largest of these being in the feed room. Because I really insulated those buildings, I will have to go back and drop the ceiling and take the insulation out of one of the runs between the rafters so that air flows freely through it. Open up the outside of the ends and cover with hardware cloth and screening. On the inside I will use hot air floor vents that can be opened or closed to control how much heat is lost along with the moist air. My goal isn't to keep their building at 70 degrees, rather to keep it above freezing so no electricity is needed for their water. I just don't trust them, lol. Having a heat lamp out there during the coldest parts of the Winter kept the building between 35 and 40 degrees, depending on outside temps. No frozen water at all. Moisture was an issue though and needs be fixed before snow fly.
My ducks and geese refused to be out once they found out just how cold it was out there. The door was kept open for airing while I took care of their feed, water and bedding. A couple of brave souls went out and tried it and found 5 mins. was just long enough, thank-you very much, lol. When the days got long enough to give us some temps above freezing they were allowed out if they chose and given bathing water in their pools. Most took advantage of it but didn't favor the snow and ice under their feet. Even putting down hay didn't help much.
With the ocean, you have some moderation of temps that I don't see here. But growing up on the South Shore of Mass, I am familiar with what you see down there. You haven't said how large a building you are thinking of so it's hard to know what you are looking for. I insulated and now have to modify it. I still recommend the insulation, just make sure you provide a way to get a flow going over their heads. This will carry out moisture as well as ammonia.