Damp
Draughts
Animals like foxes , cats , badgers (if you get them in your garden) wild rats -all a danger to them. Wild mice will happily sneak in to steal food but carry a virus that can be fatal to piggies (the piggies get horrendous loose pooh )
And fireworks is upon on (Guy Fawkes and Diwali)
Ours had a wooden playhouse with hutches on the floor and doors cut so they could run about the floor .
Insulated with a variety of things - rubber carsmats , cardboard , polystyrene that you get in packing (kept out of reach of their little teeth)
In winter they came in to the small bedroom. (C&C cages / big indoor cages )
We cleaned the dirty bedding at night from the playhouse .
Replaced next morning with fresh newspaper , fresh hay ( brought into the house to warm up overnight , we kept their bags of hay in the garage )
A little electric fan heater to get the Pighouse a nice temperature then a couple of those microwave snuggle pads tucked in the hay .
Pigs went out after 30 minutes with breakfast then their indoor bedding was rolled up into the bin
Bit of a performance yes , but DD and I did this together (we shared the piggies ) They liked their outdoor space . If it was bad weather and when they got old , they stayed inside 24/7 .
The hay smells more than the guineas but they do need regular cage cleans . And they are so messy 
Hay is the best insulator . I did find some nice soft straw to go under the paper but you need to be careful of injuries from straw . / It's good to do a layer between , a cardboard box (2 doors ) a layer of straw sandwhiched between a bigger cardboard box ( 2 doors) on the top will keep them cosy . Fill the inside floor with hay .
Make sure one pig doesn't get blocked in or out by another /
I do miss the little ratbags !