You could even take one of those big plastic totes....flip it upside down on it's lid, cut a hole in the side big enough for a cat to crawl in. Put a "seed starting mat" in the floor to keep it warm...with a blanket on top of the mat. Set the "cat igloo" on top of a piece of styrophoam to insulate it from the cold ground (if you've ever had to stand on cold ground for hours and then tried standing on styrophoam instead, you'll know what I'm talking about). It would make a warm, protected place out of the cold when they need it.
Best part about the seed mat, it is low watt and doesn't use much energy AND it is constructed to be used around water, so it is safe plugged in outdoors.