I live in central MD, zone 7a. Not too cold most of the time but we do have periods of very cold weather.
Like brad I build little plastic shelters on benches and even picnic tables. However I keep the sides open all the time unless it gets very cold or there is a very drying wind. I close it up if it goes below 25 F. Therefore there is constant air circulation. However I have the pots buried in mulch.
(Even if there's wind I still keep plastic open on leeward side as long as temps are not below 25 F.)