I like the shed for the deciduous stuff. Just remember because it's protected from the cold, things still dry out so plan on checking them every few days.
If you need to water it's always best during the am than pm as most days warm as they evolve while evenings, temps always spiral down.
Your instincts are good about the pines. I'd suggest building that Cold frame
to allow as much light as possible and either slide the pots into the soil or put something up around them like straw. If you get a warm spell be sure and have a way to vent the frame during the day. Yes it's extra expense and work but it will pay dividends in the spring with less issues.
Dick Benbow
"The Koi Coach"
member Team Purdin