Usually they're okay in cold temps., but I would be concerned if your taking them back and forth from inside to outside.
They grow their fur according to the temperatures. So an outdoor rabbit will grow a warmer coat as it gets colder. But indoor rabbits won't if it they're always inside where it's nice and warm. So if you keep a rabbit indoors, then put them outside when it's cold, they might not have a thick enough coat to keep them warm.
If you have to leave them outside, make sure to keep the cage covered to prevent drafts (which it sounds like you're already doing!). You can give them some straw or lots of hay to help keep them warm, and they have each other to cuddle against for body heat so that will help.
Next winter, if you're going to keep them outside, make sure to start putting them outside before it gets cold so as it gets colder, they can adjust to the temperatures.
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