There is simply no way to make heat lamps completely safe regardless of the number of chains/clamps/tethers or guards used. Flying animals that are spooked can fly up into the 500°F bulb surface at any time as can feathers, pine shavings, straw, etc.
Fires like this occur every year in coops and barns due to heat lamps installed with the best of intentions. I've been tracking heat lamp fires on this Pinterest board for a couple of years now and these are only the stories that made it to media outlets- there are countless additional near misses and close calls when someone intervened before a tragedy occurred.
Regardless of where you come down on the issue of heating the chicken coop, please understand that a chicken's physiology is not the same as a person's. Our perception of how cold we would be in the coop at night is not the same as a chicken's perception of their own comfort level.
Chicken Physiology & Anatomy
Chickens are anatomically and physiologically very different from people and have unique attributes that allow them to regulate their body temperatures very well in cold weather. The average body temperature of a chicken ranges between 104°-107°F (daytime rectal temp is even higher at 105-109.4).
Without interference from well-meaning caretakers, chickens will naturally acclimate to the changes in temperature from warm weather to cold over time. Additionally, chickens can increase their body temperatures by eating more in cold weather. Digestion creates internal heat, that heat radiates through the skin, which warms the air next to it and is then trapped against its body by feathers. Chickens are tiny, food-fueled furnaces wrapped in down coats!
Doc Brown is shown here keeping herself warm by fluffing out her
feathers to trap warm air next to her body.
IF you decide to add heat to the chicken coop in the winter,
please put safety first in choosing a heat source.
Radiant, flat panel heaters are a safe alternative to dangerous 250 watt heat lamps. With a zero clearance requirement, it can be mounted on the ceiling or wall without fire danger.
Another safer heat option to raise the temperatures inside the coop a few degrees is an oil filled radiator, BUT the inclination may be to heat the coop instead of just raising the temperatures a few degrees. That temptation should be resisted! The coop should not vary in temperature drastically from outside temps. These units would also need to be carefully monitored and vacuumed regularly due to the dust inherent to chicken coops.
Automatically regulate the use of electric heat sources such as a flat panel heater or cookie tin water heater by utilizing a device like the Thermo Cube TC3, which will turn the power on at 35°F and off at 45°F. (there are other models that turn on at 0, off at 10, on at 20, off at 30)
Plan for power failure. If you do not have a generator to power a heat source to the coop during a blackout, do not heat the coop at all. Chickens have died and will die as a result of sudden drops in temperature from a power outage when the coop is heated.