Really glad to hear there's no sign of blood, Jan. I agree with Chris about turning down the heat - I see that on Tuesday you said it was 32C, and next to a radiator. You need to get the temperature down to around 28C ASAP, and then reduce it gradually by a degree or so every day or two as they feather up. They will need to toughen up if you plan to put them anywhere less heated and too high a temperature in a small brooder won't enable them to get away from the heat. That's why its best really to either have a lamp suspended above the brooder, which can be raised or lowered according to the chicks' behaviour, or to use a small electric hen such as the Brinsea Ecoglow.
The best sort of lamp is a ceramic one, sold as a dull emitter, which only gives off heat not light. So they stay warm at night whilst experiencing proper rest in darkness, and establish a normal response to night and day. This needs to be supplementd by a good powerful daylight spectrum lamp, suspended above them, to provide the sort of light they need to supplement the low levels in winter. All part of raising chicks at a time of year when heat and light are not available from sunshine, I'm afraid.
What sort of brooder are you using and how big is it? Is it the kind with a fixed low level red bulb that can't be adjusted?
It's always a good idea to have Coxoid in stock when raising chicks, so it's available immediately if you do suspect cocci. But I would stick to the crumb you've got, as a change of food might upset them more, especially if designed for a different species of poultry. In any case, you mustn't use both .coxoid and medicated crumb - so as you have ordered Coxiod it would be best to stick with that. You are taking good care to keep things clean and dry so probably you'll be OK anyway.