Hi Juliag,
to start with, when you are bringing up a new problem you will get more answers and typically more quickly if you make a new thread, rather than adding on to a thread.
I think your questions are more about your flock's health than about winter, even though you are having these problems in the winter.
Weight loss can be a symptom of many things - a common one is worms. You can take fresh droppings into a vet for a fecal float test, or you can worm just in case that is the issue. There are chemical wormers and natural wormers, and worm preventative techniques - you might want to do a byc search on worming and you will read enough to get totally confused, but you will learn.
Some swear by frequent worming (once a year, once every six months, once at a change of season), some swear by more natural methods, but almost everyone agrees once you get a certain level of worm overload, you will need to go to a chemical wormer. There are some wormers that are no longer useful because the worms are resistant, and there are some wormers that don't address all kinds of worms. So if you can afford it, having the droppings tested will tell you if it is worms, and if it is, what kind of worms!
Blood I am going to assume that you are not talking about blood in the droppings, but are talking about blood spatters. When there is an injury to the comb, the chicken may shake the head and the blood goes everywhere. It is surprising, though, that you are finding the blood in so many different places. I guess it could be from the broken toe nail - is it still bleeding? You might want to try a bit of duct tape on the nail so it can clot up and protect it from further injury - and monitor to see if that ends the fresh blood splatters.
Another source of blood splatter is an injured comb - pecking can cause that. Combs tend to bleed freely, and usually there will be a black spot or scab on the comb. Look at the combs - if you decide that the bleeding is from combs, you might have some quarreling going on. Check to see if the roosts are overcrowded, or if the roosts are on different levels - usually there will be some scuffling because everyone wants the highest roost. You might want to bundle up and go into the coop at roost time and sit quietly and watch what happens.
If it isn't the roosts, is there enough space for them to hang out without getting in each other's way?
If you are observing a lot of scuffling (pecking each other, fighting) you may want to do something to ease that. Provide more pecking targets - in the winter a great idea is to add pecking blocks (they look like a giant cube and are full of seed - about the size of a deer lick, sold in feed stores). One for y our coop will do fine. Also consider adding hanging cabbage, halved apples, etc to give them something to do, and also see if you can provide areas where they can get away from each other - block sightlines with bales of hays, cardboard boxes, etc.
Frostbit comb: Unless it is swollen and infected, I would leave it alone. Eventually it will heal up - I think it will do best if you just leave it alone. Some parts may turn black and fall off as spring comes. I live in Northern Minnesota, and this year I have had more frostbite than ever, even on hens. As far as prevention, good ventilation in the coop will help - in that poor ventilation lets the moisture from breathing and droppings build up. When the moisture level is high, the rate of frostbite increases dramatically. If your ventilation is good, less chance of frostbite, but it can still happen.
Feed: I don't see any problem with what you are feeding - am assuming your hot mash is made out of the chicken feed. You might try increasing the amount of feed to see if that helps with the weight problem - or increase the protein level.
It is good you recognize something isn't right - you will probably have to try different things to see what might be causing the weight loss and what you can do to fix that!
good luck!