My 2 have their hutch inside the shed which is attached to a run, so have plenty of space. In the winter however at night, the run is closed off so they only have their hutch and shed (it's a terrific draught which comes through the tunnel which connects the run to the shed).
Ours have a thick layer of hay on the shed floor (and the run, incidentally), which they both eat and snuggle down in. They have a bed chamber in their hutch which has a layer of newspaper, an old piece of carpet and then is stuffed with straw, but they don't seem to use this very often.
They have snugglesafes (2) put where their favourite sleep spots are, and they're fine.
I've never brought them indoors in winter unless they've been poorly and even then it's only usually for 1 night. To be honest it would probably do them more harm than good because they have grown thick fur coats specifically for being outdoors and to bring them in they could overheat, which causes an imbalance in their bodies and can cause health problems.
Rabbits cope better with cold than they do heat.
It is also highly unlikely it will get that cold unless you're in the middle of nowhere that regularly gets lots and lots of snow and very low temperatures, which is usually somewhere towards the top end of Scotland.
Also, fleece blankets etc are okay, but the rabbits can't move them about to make nests like they do with straw/hay. When mine do use their bed chamber it's really sweet as they've almost buried themselves in it, the straw has almost been wrapped around them, leaving a definite hole where they've been. They can't do that with blankets etc.