I'm in zone 5. The weather here is historically violent and unpredictable, and right now, it is even more so with wild swings in temperature. That said, I've had no trouble keeping my trees healthy and growing well. Winterization is a concern. Everyone here works out some kind of solution. I've used a homebuilt version of a polytunnel, but at this point, I have a 6-car garage that doubles as a workshop and winter storage for my trees. There are both heated and unheated sections of the garage, so I can, with care, have bonsai that are somewhat out of the zone 5 range.
The main problem I've had with ume is hole shot fungus, which I control with liquid copper. I've had no other health issues with ume.