Just a shed to block the wind with no heat would suffice.
I built a couple of those when I lived in Maine for the blueberry fields. It worked well to stave off bears as well... 5 ft wide and 14 foot long it held ten hives and rested on skids.. could be pulled on a trailer to move.. Excellent results last winter. SO good in fact I am planning to build one for here in Iowa to test it..
Slower temp change inside the hive. this can be both good and bad.. Sheltering the hive from the winds is the main idea. we also get 50 mph winds.. when we get those while its -20 it gets really miserable.. We put a piece of cattle panel over a closable opening at the bottom rear of the shed, and at the top front to keep open in the summer.. heat rises, and it draws cooler air from ground level into the shed, so on those 100 degree days it is not overheating the bees inside. It also has a solar panel battery maintainer.. there is a deep cycle battery that powers both a fencer for the bears, and two 12 v lights like a camper has..
When inspecting inside, leave the door open and the bees that fly up usually head straight for the door..
So far, I am quite impressed.