Try not to worry too much, they're a lot more resilient than they look!
mine are in home built hutches made from 8mm exterior ply wood, they're hardly Buckingham palace, but they're dry and draught free which is half the battle
they're felted on the roof and back wall (as i can't get around there to paint, but it adds a bit more waterproofing) my piggies have been outside in these hutches for all of their lives, and yes - that even includes during the 1 & ½ feet of snow & -14°C temperature it registered here in york last year!
i felt so guilty about it, but the pigs couldn't have cared less so long as they got their wagg & veggies
even my old timers were perfectly fine, a thick layer of substrate on the floor (woodshavings in my case) their beds were packed with as much hay as i could get in there and they have clear perspex wind and rain covers (so they can still see out in poor weather)
that's basically all i do, other than the far end hutch having a bit of insulating underlay for laminate flooring pinned to the end wall for a bit of extra insulation (as the bed end of the hutch is exposed to the elements at that end, on the others, they are pushed up to the leading wall of the hutch next to it.)
with water bottles, if it's forecast to get really cold, they have their last drink at about midnight before i bring them in, refill them ready for the next day, then take them back out no later than 8 am the next day. it's really not the perfect solution, but when you have 15 bottles, the last thing you want to happen is to wake up the next day to discover they've all frozen and split in the night.
shop bought ply hutches are very thin, but with extra insulation around them, they're still well suited for the job if they're painted and felted well.
no matter what anyone says though, you'll always worry, but as soon as you go out and see them it'll put your mind at rest as they'll be there happily wheeking at you and waiting for their dinner
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