Well, if you keep them in a separate building, a thermostat that alarmed when the temperatures drop or rose to a set temp would not do you very much good as you would not be around to hear it. I don't know of any device save for like...home security systems that are capable of sending alerts to an outside entity when certain preset conditions change.
Have you considered ADT or something like that where you can control temperature, and other devices with your smart phone? You would be able to monitor the temps directly at any time, but that would be ambient only. That would also provide security for your animals...lol. I'm not sure that's what you're needing here though. Perhaps someone else knows of something better?
That would certainly be a useful tool.