I would just put a bunch of grass hay in with her at night, so she has something to do to help keep her body temperature up. Their natural instinct when they start getting cold, is to buddy up with other horses if they have them, and eat food. I could always tell when it had gotten really cold during the night, because I would go out to feed, and my mare would go crazy until she had her food, and had started warming up. She would be pacing her stall, and would bowl you over if you went in her stall to feed her, and she's definitely not a food aggressive horse. Just make sure your mare has access to food, and if the stall is fully enclosed, she should be able to stay fairly warm. I can't wait to see what the baby looks like.