Please don't feel disheartened Mary.
When temperatures were reaching -15 the year before last, I had no choice but to bring my four piggies in over those months. We didn't have a cage and had nowhere to put a cage so they ended up spending the winter in a shallow, narrow, long storage box (no lid). It wasn't an ideal situation at all but they had daily free range time and were perfectly fine. It was either that, or they spend the winter outside in their hutch in those temperatures which would have been even crueler in my opinion.
The girls now live free range in a shed but if temperatures reach that again, no doubt they will be coming in again and we will be in the same situation as winter 2010.
It is clear that you care very much for your piggies and want to do your best by them. Just keep an eye out for signs of squabbling.