So long as they have basic needs met of food/water/shelter I'm sure most are fine in this weather. These 2 were toasty under their rugs despite the snow!
Pitty the owners of the foal near here that died didnt read it. We told them the foal was freezing cold and wet but they took no notice, next morning it was dead. A rug probably ould have saved it.
My 2 are wearing bedsocks during this extreme cold. They get their legs wrapped in fleece bandages overnight (plus their layers of rugs & plenty of food) & I have found this really does help to keep them warm.