I'm growing in far northeastern IL, half way between Milwaukee and Chicago. Last night the temp was scheduled to go to +17 F. We have already had a week of night temperatures in the 20's. Yesterday was the day I decided to move my Satsuki azaleas and JBP into the unheated well house. It is actually a below ground bump out of the foundation of the house. The roof of the well house is the patio in the back yard. A neat feature of an otherwise unremarkable small old house. Your trees will be fine, but do move them before it gets significantly colder.
Trees in my collection that are in larger grow pots, such as 15 x 15 x 5 Anderson trays, or 3 and 5 gallon nursery pots seem to be just as hardy as trees in the ground if they are moved to the shade and kept out of the wind. My zone 5 and zone 4 trees in these types of pots are wintered under my bonsai bench, with a tarp draped over for the winter. This seems to work well for larches, ponderosa pine, JWP and American white pine, jack pine, eastern hemlock, bur oak, Amelanchier, larger flowering quinces. Note, grafted trees are protected until the graft is more than 7 years old, the reason is that freeze thaw cycling can separate a partially fused graft union. It takes more than 5 years for a graft to fully fuse, at 10 years most grafts are fully fused.
Trees from zone 6 or warmer go into the well house.
Trees in pots are not as cold tolerant as the same species in the ground. Winter hardy trees do need a good cold snap to make sure they go dormant. I winter my trees in the dark, so I need to make sure they are fully dormant before they go into the well house. It is good to let them get a few hard freezes. The exception is if they are planted in pots that are not resistant to freezing.
Biggest problem with protecting bonsai from extreme cold is that winter storage tends to warm up too early in spring for the trees to go back outside. Not much you can do except keep them as cold as possible in spring until the weather outside is warm enough to put trees out.