running heat ducts outdoors
I am not going to act like I know the specific codes or whatever, especially for a dwelling 20 feet away from the main house.  But I can offer you something similar.

I have flipped many houses in the midwest and on smaller ones we often poured a slab extension.  Before pouring concrete local inspectors have asked us to dig three feet down and bury rigid ducts with at least R-40 worth of insulation around it and wrapped.  

I thought three feet was a bit extreme but after the insulation, man you are only 1-1.5 feet below the concrete.  And several of these rooms have been 20 feet plus away from the house at the furthest point so the ducts were underground for 20 feet albeit maybe insulated a bit by the concrete (same weather variations).  Here are the exact guidelines I used when doing mine.

Also I have seen PVC type ducting like this used but not for residential.  I would certainly look into something like this if I were doing one today - I would also insulate it too as the R-10 they are promising is a suspect amount of insulation for cold weather climates.