Not trying to scare you, and memphis is a few hours west of me, but here in middle tn the temps tonight are supposed to get down in the low 20's. If they are being held there overnight I would suggest trying to make sure they are being held inside somewhere safe.
Yeah, this was my thought as well, also being in TN.
I hope the animals are fine! I would definitely call to see where they're being held because I'm not sure how that works.