Although he has a nice warm house he sleeps in, as soon as the sun is out for a couple of hours, he still comes out and basks in it against our back wall, he came out yesterday when it was 26 degrees!!!!
as long as it is sunny.. my big guys do the same thing.. they can hold thier heat/temp better then little guys.
I have seen pictures of large sulcatas bull dozing thru the snow... as long as they can warm up, they seem to do ok.