Rookie,

If the birds are out of the wind they can handle surprisingly low temperatures just fine. Last winter my birds did OK with below zero temps in the barn.

When some of the birds aren't returning to the coop at night, try locking the entire flock in the coop for a few days to reacclimate all of them to living in the coop. Once they are retrained, they should all return at dusk again. You may also want to check if one of your birds is getting aggressive and forcing a bird out of the coop.