Ok that sounds good, I did something similar for a while except I (well other people helped) built a one room type shed right next to my house then I put a door their so I could get in (this is a very very brief description but you should get an idea). They had proper heat, light, air, etc. But I no longer house any of my piggers in there, I moved them all inside. (Only two were living in it) (and every one here was having a cow or fit so I just figured I could get rid of a couch or chair or something and bring them inside) (I now pracitcally have piggs in every room

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ok so for heat I would suggest heat lamps. Two or three depending on how big the shed is. Heat lamps work better than electric heaters. Electric heaters have high flammable warnings etc.
Cool Air- In the summer if it gets above 85 degrees take the piggs inside for a day of floor time or something. But even if it isn't 85 degrees I would suggest getting a cooling fan. One that automatically blows out cool air. Here is what I have (and used to use) "Seville Classics" it is a rather large fan but really keeps every thing cooled off. Works very well.Again heaters and air conditioners have high flammable warnings.
Rain- you would have to close off the outdoor run off when it is raining other wise the piggies and bunnies could get sick. Too cold etc.
I have other suggestions but I have to go.
Remeber outdoor environments should be the last choice. If you have other options then use them.