We had an ice storm (freezing rain, the trees and everything in the world was coated in an inch of ice for days!) followed by 7" of snow, followed by over a week of temps near zero for lows and teens for highs. The difference is, our birds had a chance to acclimate to it gradually, yours didn't. Must have been a shock to their systems for sure! I think you did the right thing getting them into a warm dry place. A hair dryer would get them warm and dry quickly.