I won't be building anything as big as the one you both have.....I'm looking more at a size of 6 x 8 or so. Anything bigger and it won't fit in the only place we have to put it! LOL So insulate then, and use good old common sense about ventilation. Works for me! It does get windy here - you know you're in Wyoming when you step out the door and get a mouthful of Idaho!
Perhaps you may want to consider a chicken tractor rather than a coop and run set up. Since chicken tractors are movable they should not count as a building. Here are search results for chicken tractors on BYC.
https://www.backyardchickens.com/newsearch?search=chicken+tractors