My 2 week old japs have just spent their first night outside. It's a bit stressful.

I have them in a hutch inside a green house for shelter.
I have painted the roof and put up a tarpaulin inside to insulate slightly and protectet the electics in case of rain getting in. For heat I have 2 bulbs incase 1 blows and I am monitoring the temp constantly. I put a piece of hardboard over the run section and a duvet over the bedding area at night.
The temp this morning was 12 deg outside, 36 deg inside the bedding area and 26 deg in the run. So there is room for the outside temp to drop and still maintain an acceptable temp inside. During the day the greenhouse door is open to harden them off gradualy.
I shall eventualy move them to a hutch with one light and then to one with no heat, but keep them within the green house over winter. I would have loved a shed but have no room. But the great thing is, I can peer at the chicks from the kitchen window and they peer back.

hope this helps, but bear in mind I have no previous experience of keeping quail. Good luck.