Hi there, what a chicken wants, the list is quite long actually.
What keeps mine happy is obviously a perch, some shelter and room to scratch around. If the shelter protects from the prevailing winds all well and good but chickens don't seem to mind the cold. It would also be good if the sheltered area is dry enough to provide a place for dust baths as mine take these every day and love to sunbathe half buried in dust. This keeps their feathers and skin in good condition.
If the shed is getting too hot could you not cut some vents in the roof away from the prevailing winds?
For good eggs your chickens will need either access to grass or greens hung up in the cage (in addition to normal chicken feed). This will make their yolks lovely and rich.
Can't think of anything else. Good luck.