I remember one winter when I was a kid, we had -30 F weather for nearly a week straight. (That's with windchill. We were only in the negative twenties without it). The little mallard ducks didn't have housing so we herded them into the barn and bedded them down with hay in an old box stall. They were fine. I remember that we accidentally left a five gallon bucket full of water by the door at some point that week. Overnight, it froze so hard that the bottom of the bucket split, and part of the side ripped open. [EDT: many global warming jokes were made. Which is mostly why I remember this.]
I googled your question once and read that ducks can get frostbite in 20 F weather. I want to know what experience the author has had that he/she made that claim. Ducks are tough—far tougher than chickens are. I'd skip the heat lamp as a fire hazard and just make sure that their housing is dry and they have a lot of bedding.
EDT2: I just Wikipedia'd the climate of Vancouver. I knew it was one of the warmer areas of Canada, but, "The coldest month on record at
Vancouver International Airport was January 1950 when an arctic air inflow moved in from the Fraser Valley and remained locked over the city, with an average low of −9.7 °C (15 °F) and an average high of only −2.9 °C (27 °F), making for a daily average of −6.3 °C (20.7 °F), 10 °C (18 °F) colder than normal. The coldest temperature ever recorded in the city was −18.3 °C (−1 °F) on December 29, 1968.
[3] The coldest temperature across Metro Vancouver, however, is −23.3 °C (−10 °F) recorded on January 23, 1969.
[4]"
You have nothing to worry about.