Is mum still letting them sleep/warm up under her as and when?
Not quite sure I have understood the setup, but (if I've got it right) this is what I would do:
Henhouse (coop with roof?) in open barn so is under cover and out of draughts/rain, with secure run around. Feed/water inside run. Don't make run too large (to prevent mum wandering off and leading them out into the cold as they should still be following her). Use haybales if necessary as windbreaks.
Largeish, sturdy cardboard box on it's side in henhouse with haybed inside. This should act as a good insulator to help keep them cosy at night.
Do they need the heatlamp? Mum should have been keeping them warm.
Let me know if I've confused.
*If the chicks are hopping back in to be under the heatlamp, they are finding it too cold to go out and need the heat. Lamps are usually used when hatched without hen and are raised gradually to harden the chicks off.