What’s too cold?

Hi all! I’m watching my friend’s three pygmy goats until Friday and I’m in west pennsylvania. Just wondering how goats stay warm in Arctic snaps like what we’re having. It doesn’t usually get this cold in our area and I’m worried about them. I’m also a bit of a serial worrier so I tend to overworry a lot about different things! They have shavings mixed with straw, but their little shed is not insulated, though it does have four walls and a door, which I’ve shut. Just curious! Thanks in advance!

Edit: Are there any signs I should look out for that they might not be doing good?