Yes, there are winter road shoes. I have a pair of Shimano ones for my Speedplay X pedals. They are women specific and I had to order them from an on line shop in the UK to find a pair in my size! Now, I don't have to wear chemical heaters that often, as I rarely ride below 35 degrees. But, I could. I also have all sorts of booties (3 kinds) and toe warmers, but it's nice to just have to put on a pair of shoes with wool socks. I do use the toe warmers for temps in the 50s.
For some, they won't need women specific, but I wear size 37, so most men's shoes aren't made in that small of a size.