People build houses out of straw bales and they are very well insulated. I would not worry about that part at all. I would not worry about a coyote tearing through a bale, especially if they are baled with wire. My concern would be with ventilation. You need to ventilate to get rid of the moisture from the chickens and poop and the ammonia from the poop. If you haven't seen it, there is a good link at the bottom of Patandchickens' post.
The weaknesses I can see as far as predators is the floor, and yes they may be able to tunnel that far in a night, depending if your ground is frozen or how rocky it is. Those bales are what, about 3 to 3-1/2 feet long? They may be able to get in under the tarp and plywood too, depending on how that is done.
You can expect mice to live in the bales. Probably some bugs too. You can also expect the straw to be covered with poop. It would still be good for mulch or compost.
The weaknesses I can see as far as predators is the floor, and yes they may be able to tunnel that far in a night, depending if your ground is frozen or how rocky it is. Those bales are what, about 3 to 3-1/2 feet long? They may be able to get in under the tarp and plywood too, depending on how that is done.
You can expect mice to live in the bales. Probably some bugs too. You can also expect the straw to be covered with poop. It would still be good for mulch or compost.