My horses were outside, unblanketed, in the same blizzard that you had yesterday. Sometimes they were out in the snow & wind, sometimes they were under the shelter. No one suffered & they all survived. I was out there to check on them several times during the day and everyone was happy. My point is....stop worrying about the horses.
I do agree that the extra hay is the most beneficial care we can provide to make the horses comfortable during cold weather. It heats the horses from the inside out.