Firstly is it possible to get someone (idealy some at a aquatic shop or koi dealer) to do a skin scape? If do then i suggest you ask them.
Doing a successful skin scrape is not easy, to begin you need the equipment (a good mircoscope, glass slides, saline soloution and some times a dye depending what your looking for).
Then its a matter of doing the scrape, which needs to be a firm but solid and constante scrape on the fish (going with the scales), then a little saline soloution and then pressing the slide agaisnt another, which is hard as you need to aviod air being caught or it will be very hard to find stuff.
And actual trying to find something is extremely different, some will look like air, some air will look like parasites, dirt will do as well and some parasites move very very quickly.
Also you will always find something on scrape on all fish but determining whether its in dangerous level depends on the parasite and how many you find.
Its quite a few years since ive done a scrape so i might of missed or got a few bits wrong buts roughly about right
There are a few things you can do rather than going to the extremes of heating the whole pond.
Covering the pond with bubble wrap is a very effective measure and it will insulate the water quite well and keep off the chill facter, it will also stop any cold gusts of wind chilling the pond further. All you need to ensure is there is a hole in the bubble wrap with a layer of bubble wrap on top with a space between to allow gases to enter and exit.
I also seen the same thing done with ping pong balls, but thats a little more extreme.
Im sure all with agree that prevention is better than cure.
In my personal opinion is that the fish do better and is important for them to have a period of "wintering", its important for successful growth of eggs in females and also in my opinion, you get better colour, scale pattern and all round healther fish. After all fish have been coping with cold weather for a very long time and have evolved to cope with the cold weather. So to round my little rant off , in my opinion heating is not needed.