Mine are all out 24/7, with run-in sheds and plenty of natural windbreaks. They all are very fuzzy, but I put the blankets on anyway. Shoot, I even dug a heavyweight Rhino (rarely needed here!) out of the attic for our Senior Elder (34).
We keep really good quality hay in front of them around the clock, the oldies who can’t eat that efficiently get 3x/day Hay Stretcher/Senior or Etec hot mashes, but I found the big game changer is being able to pump hot water to the tubs!
Fortunately, my house is close enough to my pastures that the hoses reach from the pantry. I got an 80-cent faucet/hose adapter at the local hardware and threw the hoses (kept in the parlor for warmth) out the window. Pumped warm water 3 hundred-gallon tanks worth and my furnace neither protested nor ran out of hot water. Horses LOVED it and drank almost twice as much as usual.
No one showed any signs of discomfort down to zero with winds up to 40 mph.
I don’t really worry about wind-chill per se since neither the horses nor I am naked and soaking wet.
Twenty years ago this weather was so commonplace here no one thought a thing of it . . . we’ve gotten soft, that’s all!