A warning sign that your rabbit is in imminent danger of heat stroke is listlessness. You come around, and the rabbit does not respond as it normally would. If it would normally bound to the front of the cage, then maybe it just stays lying down, not even lifting its head much.
We saw this with one of our rabbits a couple of times. He was acting like I just described, barely even acknowledging you were there. ILoveBunnies had read a book on rabbits that told about this, and jumped right to action.
She got some ice, and then took him out and sat down on the patio with him. She wrapped his ears around the ice and held them like that in her hands. He didn't even care. But after some minutes like that, he started coming around. He quickly made a full recovery. She saved that rabbit's life, for sure.
In winter, pretty much all that's necessary is to give them refuge from wind. We put visqueen up around our rabbitry in winter. If it's going to get really cold, we'll put a small box in with each rabbit with about a 6" hole in one side. The box is big enough for them to get in and turn around, not much bigger. That way, they have an insulated cave.