A cozy wooden box well lined with straw and old rags would go a long way towards making them comfortable. If it is located among the bales, the hay itself will provide some insulation. Lots of barn cats and strays manage with much less.

I hope you are providing food and water for them; cats hunt better when they do it for sport. Otherwise they often quit for the day when their tummy is full. And please have them spayed or neutered so that you do not end up with a popuation explosion.

Your cats will be fine in the hay barn. Make sure they always have fresh water. In Maine that will require that you check it everyday to make sure it hasn't frozen solid.

Sure beats all of the other varmints that could end up in there if you don't have cats!

We put a heated pet water bowl out for the winter for our barn cats. Only have to check to make sure it's full.

The cats should be fine as long as there is hay in the barn. They can usually fend for themselves if they aren't to old. If they are say around 15 years old then you might want to think about bringing them in, but if they are younger say six or seven they should be fine as long as there is a place for them to keep warm in the barn. Like hay they would probably bury themselves in and they stay close to each other. Cats are smart animals.