My 3 piggies used to be indoors but are now effectively outside, in a brick outbuilding. I've noticed the temperature in the building and in the hutch has dropped recently with the change on the weather.
I'm fortunate in that the outbuilding has power and light, so I use an oil filled radiator to keep it comfortable for the pigs. I also had insulation panels fitted in the roof joists to help keep the heat in, they do make a difference (the roof is only tiles with basic lining otherwise). I have some spare panels which I'm going to put against outside walls when I can get to them, also.
I have a weather station with a remote sensor which hangs in the hutch so I can see the temperature with having to go out or open the doors. And I then also found a thermal sensor which communicates with a special plug socket, I have the oil filled radiator plugged into that so the radiator is switched off when the sensor detects that the room has reached a comfortable temperature. (Sorry if that info isn't useful if you don't have power to your shed!)