This is where I found Hank as I headed to the barn.
A couple years ago - I guess the manure spreader was broken - we had to just pile up cleanings from the horse stalls. Hank loved sleeping on that mound! We've made him a "muck pile" every winter since.
I think it gets him up off the cold ground, probably heats up a little as it composts, he can snuggle down into it and with the wind usually coming from the west, the old Grahaminator2000 provides a little wind block as well. Plus, with his sheep all tucked in behind him, he can keep an eye on the rest of the farm.
It was cold enough that Baba slept in the barn last night. That doesn't happen very often. She's back out this morning. The sun...
Hank has several other places he can sleep, inside the barn, inside the barn on a deep straw bed, inside the barn on a deep straw bed inside an insulated dog house... This is his favorite spot.