Biggest thing that chills a horse is wind, without that they are generally fine. I've stepped into fully enclosed trailers during the winter and found them quite cozy with just one horse loaded. I would leave the vent cracked myself, it helps freshen the air.
My trailer is semi-open and in the winter I'll put a cooler and maybe a light/mid weight rug on..The biggest mistake a lot of people tend to make is that in a fully closed trailer is to put a rug on a hot and sweaty horse. Think of it like this..When you put a horse/s in a closed trailer the heat from their bodies will warm the inside of the trailer and if they have on a rug also it will just make the horses hotter. If you think your horse is going to be cold in a closed trailer just put a fleece cooler or knitted cooler..
Depends what you are hauling the horse for. No horse is going to die of exposure being unblanketed in a trailer, unless it's sick or something. A regular, healthy horse is just fine & dandy being hauled with it's OWN coat to protect it, they are not baby kittens you know! However if you are hauling your horse to a show, I definitely blanket to keep the horse clean, a lighter blanket for milder temperatures and a heavy one if it's colder.