horses are outdoor animals. I'm originally from Oz and it's weird I would have my horses at "home" rugged alot more for a lot warmer temps. Yes some horses feel the cold more then others and others don't really care.
Our feet get cold due to the veins on top of the feet, if you can keep them warm when your feet stay warm. Horses on the other hand, hair on the legs and are lot better built for cold then us humans.
Snow is funny, the white you see is cause because the air that is trapped. If it is say -40 and bury a bottle of water in snow, leave it over night it still will not be frozen. When a snow crystal is formed either A or C growth air gets trapped in between the arms. When it falls it crashes into other crystals forming a cluster (those big fat flakes you see) forming more pockets to air to get trapped in.
So even though the windchill was -13 the snow temp at ground would have been sitting at around -2 to -5 at the flakes falling that day were P2G and they only form and maintain that crystal when the temp is -2 to -5
As for the horse feeling the cold on the windchill, this is where the winter coat kicks in. The double coat they grow locks in air between the horses skin and outside. Air is the best insulator. The new school thermals look like something you'd wear to some weird club. But when you put your second layer on it traps the air and you stay warmer for longer.
I use an exercise sheet to prevent any muscle issues cramping and gets cooled down in it to help stop chilling over the kidneys etc.