I'm in the Midwest, I hauled all my pigs to the butcher in mid December so I haven't had to deal with the extreme cold. These last pigs I fed out musta known the cold was coming tho cause they had more hair than any pigs I have ever saw. Sure as hell it hot cold this winter and stayed that way. The critters seem to know and adapt.
Hogs in the wild dig holes, root out a dish in the soil & fill it with straw & leaves for piglets.
So we always rake up leaves, old hay, straw & put it in the pig shed.
We add tin on 3 sides to stop the wind & rain until Spring.
I did not have any pigs the Winter.