Ducks can be pretty cold hardy and as long as there is water to play in, you bet your arm they'll be there splashing away. It's not the cold that will do them in but rather a lack of shelter. It sounds like you've got some places for them to go once they feel the need, so I really wouldn't worry too much about that. just make it easily accessible and comfortable. A little straw or wood shavings will pretty much do it. You can put food in there to entice them in. You might have to "leave a trail of breadcrumbs" to help get them on the right track.
As for the pond... Once it freezes over they'll either be stuck in or out of it. Once it's firm enough to walk on, you'll have better luck catching them but there's always a chance they could get locked in or under the ice. I had a run in with this a while back. You can read about it here
Duck under Ice... A rescue Story
I'd probably put the floating shelter back in there, as it might be there usual winter shelter once the pond freezes up. iI you manage to catch them then you can try homing them to a shelter by locking them in it for a few days and proving lots of food water and things to entertain them. They might eventually get comfortable enough to call it "home". Then, once you let them out they will continue to rely on that as their shelter from crappy weather.
If all else fails, rely on them to do the right thing for themselves.