Thanks for the insights here. We live in Denver, which is fairly similar to Colorado Spring. It can get below 10 to 15 F at night for weeks at a time, but often the cold and snow doesn’t sick around. Usually evening temps drop into the high 20’s, however. Would a frost cover help? I could just move everything into the garage at night, if that makes the most sense.
Bill Valvanis in Rochester, NY, moves all his trees into a garage with a little space heater that tries to keep the temperature about 20F. That area is a little warmer than you, I think, and that might be what you want to do.
I would recommend trying to find a bonsai group or club near you and seeing what they do.