I would go for the unheated room, thats warm enough for them/it, bring them in late october, dont let them suffer frost though, remove all fruit and cut the plant back, look up overwintering chilli plants on youtube, if its a bright room i would probably shade it somehow, you dont want it waking up and sprouting,
Do not feed it until it shows signs of new growth in the spring, just keep the soil from drying out, too much water will rot the roots, good luck