If this is a wild swan pair, there is not much you can do. She may ultimately abandon the nest if she gets too cold and seeks warmth or food in any available water. If the water freezes, she is in grave danger of access and attack by predator. Unless you can build a lean-to shelter that will not collapse or fly into the swans and will hold up in 50 mph winds, there isn't much you can do. The water also needs to remain open and with these temps, that is not going to occur for several days to a week. If these are wild swans, more than likely they will flee a severe impending storm. If not, nature will need to take its course. Please let us know how this situation progresses. The Regal Swan