to me common sense would say "its cold, i need my feathers" so i wont think its the cold...
however, you do house them in the outside shed? is it possible, with the cold weather, external parasites are trying to seek warmth? its possible to have mites, mites can cause plucking.
giardia can too, if their water is contaminated from rain or the elements it *can* be a possibility. where is she plucking? if the legs, shoulders, lower back, and under the wings are specifically targeted, i would test for giardia.
actually, i would bring her to the vet to rule out mites, giardia, dietary allergies, illness, and heavy metal poisoning. heavy metal poisoning can cause plucking. and if your cages are exposed to any sort of elements rust can happen on the cages and through climbing she may ingest some, which can cause it. i would think a vet check is in order here to rule these out.
could it be over crowding? maybe there are too many other budgies in the cage for her preference and might prefer more space to herself and a few buddies that she likes? is she getting bullied by another bird?