Wind chill is a threat to pets, even those protected by shelters.
Dog House Recommendations
Outdoor dogs must be protected by a dry, draft-free doghouse that is large enough to allow the dog to sit, lie down and turn around comfortably, but small enough to retain body heat. The floor should be elevated a few inches off the ground and covered with cedar shavings or straw. The entrance of the doghouse should be turned to face away from prevailing winds, and the entrance should be covered with a flap of heavy waterproof fabric or heavy plastic.