the hardest part for them isn't the low temps and even the wind.. it's the bright warm late winter days where it's freezing and then they thaw in the sun and the ehat off the deck.. getting the sap going and then the hard freeze of the evening.. POW cellular explosions.. mulch and shadeing.. perhaps insulation in the pots or good thick wooden sides are a help.. Gordon

Hmm. One of my favourite gardens (I design and install in New York) is composed of boxwood hedges, roses, catnip and lily borders. It's on the seventh floor, also facing south west - very bad for wind, and yes afternoon sun. Unfortunately this garden lost nine 4' boxwood last year, all replaced in late spring, and now I'm waiting with bated breath for this winter. We Wilt-pruf, mulch, and wrap in burlap. But we did that last year too. I think you are doing everything you can. Remember that they will still need water during the cold months.