They are scared. Is there no hens to be around them? Myself I didn't put them out out til bout 3 months old. Have a light in there for them plenty bedding close the door make sure u have ventilation n water. Something has them riled maybe sensing a danger that u don't. Don't allow them to. E to stressedIf you just put in the lamp today, and this is the first time they are acting like this, I wonder if the lamp could be causing the change in behavior?
From what you've said, it looks like the lamp and the rain are the only new things this day.