Over-protection in winter is a major cause of bonsai death.
I live in zone 5b, and what I do is leave all zone 5b an colder hardy trees outdoors, on the ground. Just a little mulch, but otherwise just set on the ground. All junipers, including J. procumbens, are left out on the ground. Metasequoia, larch, Carpinus caroliniana, C coreana, Ostrya virginiana, Elms, including Chinese elm. Acer rubra, American persimmon, oriental spruce, Colorado spruce, Pinus sylvestris, crabapple (Malus), blueberry, even ginkgo, and many others, just set on the ground, fully exposed to the cold. I have been doing this for 20 years. No losses, no limb losses. Nice vigorous growth in spring, at the right time. Pots are set "naked" on the ground, zero mulch, until after the ground freezes. Then I will use the leaf blower and blow some leaves over the area, until the pots are buried. I don't try to bury the trees. If mulch is applied before ground freezes, varmints, like mice and voles will move into the mulch and eat the bark off your trees. NO MULCH UNTIL AFTER GROUND FREEZES.
Protecting trees that are hardy for your climate zone, is best if the protection is minimal. A wind break is good if you are nervous. But in general, no protection is needed in zone 5b for trees hardy thru zone 5. Most of the trees I listed are hardy thru zone 5 and zone 4.
I do protect certain trees. I have a well house that is underground, it never freezes (essential for a well head). The house is now on municipal water, the house is near 100 years old. A deep cold frame would work in a similar manner. I move the tender zone 7 & 8 Satsuki azalea, culinary figs, cork bark Japanese black pines, princess persimmons, and other more tender species. They go into the well house after the ground begins to freeze. They come out in spring as soon as danger of frost passes. Large leaf Chaenomeles, like 'Contorted White Flowering Quince' are hardy just set on the ground. Small leaved flowering quince like 'Chojubai' are not quite winter hardy in zone 5b, and need protection. Actually, I used to bring ginkgo in most of the time, left them out 2020-2021 and got lucky, debating whether I need to move them into the wellhouse this winter or not. So far looks like it will be a mild winter, at least here. Years ago I lost a nice ginkgo just set on the ground, but it was a severe winter, with -20 F, which we don't seem to get anymore. So ginkgo is on my "might be, might not be" hardy list.
I stopped trying to raise Japanese maples, most JM used for bonsai are zone 6 to zone 7 hardy, not quite hardy just set on the ground in my back yard. When wintered in the well house I had the constant issue of them breaking dormancy 4 weeks before last frost. The well house has no light. The resulting etiolated (weak, elongated) growth all would either burn off or would have to be cut off when the JMs were moved out in spring. The results were not good. I suppose I could have done the "in and out" dance, bringing them out in the daytime and putting them back in the well house when the early spring nights drop below freezing, but arthritis, back pain, and the inconvenience of getting in an out of the low room that is the well house meant I never kept up with the "in & out dance". The last of my JM's got devoured by a vole or mouse the last time I tried to leave it out over winter. Voles and mice seem to target maples.
The OP is in zone 7. This means species like Satsuki azalea, Japanese black pine, and other zone 7 trees, really will be happier if they are simply set on the ground for the winter. Contact with the ground allows warmth to rise from the earth, protecting the roots from wild swings in temperature. If you are nervous a simple burlap on garden stakes wind break will be enough.
Hope this helps.
