Your set up looks pretty good. I would not re-do what you have done. It should work.
Key is your choice of species. If all your trees, as landscape trees are hardy to your area, or hardy further north, you should have no trouble. Trees that are hardy to maybe one zone warmer (south) will ''probably'' be okay. No need to add heat.
If you are trying to winter trees hardy only to 2 zones warmer, you will need to figure out how to add heat.
So - what you got?
Native elm species, collected locally, would need just to be set out of the wind. Other fully hardy trees, would be just about any locally collected tree. Amur maples are exceptionally hardy. Most spruce, Ponderosa pine, jack pine or lodgepole pine, Limber pine (flexilis), Malus, Amelanchier, and many others would all do well without added heat. Just set out of the wind.
Shape of a clay pot is key to whether a pot survives freeze thaw cycles. Water expands as it freezes, so moist soil will expand as it freezes. Pots need to have walls slope outwards, so the soil mass can lift up as it freezes. Pots with perfectly vertical walls are very likely to break. Bag style pots where the rim of the pot even comes back inward are particularly prone to being shattered by expanding soil.
High temperature fired pots, cone 8 to cone 10 fired pots are more resistant to spalling, or sheets of clay breaking off due to moisture expanding in the micro channels (water filled pores) inside the clay.. A cone 10 pot, that is fully vitreous will still break if the shape of the pot does not allow for the soil mass to expand.
A very coarse potting media, with good air voids, will also allow expanding water freezing into ice to back up into the air voids. Pots with trees that are in a mostly pumice mix, with lots of air spaces, will survive regardless of shape, where a dense soil with fine particles. will expand and break even a high temperature vitreous pot.
So plastic is best for winter pot survival. A coarse media, and paying attention to pot shape are key for survival of clay bonsai pots.