As long as you can get the heat in there as soon as possible and in the meantime do everything you can to create some insulation around and over part of the cage. Have you got a thermometer in the shed as they is really the only way to have any idea whether it is ok for them? It’s much harder to keep c&c warm outside than it is a hutch.
My two live in a shed, they live in a hutch in there but there are also c&c grids surrounding the hutch to create an indoor playpen but I just can’t keeep the c&c area warm enough so they can only go into the play area on warm sunny day.