I have had eggs freeze in the nests but the chickens were okay, they will tuck thier heads under thier wings to sleep at night, but the rooster will be the lone sentry, and will not do that. so yea thier comb will get frost bite.
One winter I had two heat lamps hanging right over the water font, and it stll froze, then I got talking with a friend and he said to give them some snow to get thier water needs from, worked like a charm.