My experience is with cold hardy camellias in a colder zone. I probably wouldn't cover it in your zone, but if the sun shines on it during frosty mornings it could be damaged. You could shade it with some burlap attached to poles, and you could also shelter it from cold drying winds with this method. Some bud loss once cold weather sets in is normal in my experience. Good luck.

mlb, thank you for your help. It isn't in a place that gets morning sun. I will cover it then during cold winds though. I appreciate your quick and helpful reply.