This plant is hardy in zones 7/8. Perhaps you could mulch the plant and hope it makes it through your winter.

Melianthus major can be propogated from stem cuttings. If you have room for a small pot, indoors, you could take a small cutting from the mother plant and try rooting it.

Hopefully, one of these methods will work for you. Good luck !!
-Sprout

I did a search on Melianthus major and found this info:

"...Plant this 4-6" deeper than normal to increase chances of survival for those in zonal denial or containerize and bring in for the winter. Most cut back hard in late winter to keep in vegetative mode to focus plant energy on the root."

Also, see link, below. Mentions Melianthus as a pot plant. Scroll down to 'others'. Doesn't mention pot size.

-Sprout

Here is a link that might be useful: Container plants

I took several cuttings off a Melianthus some years ago. They rooted easily despite having a hollow stem which I thought looked a bit unpromising. If you had a few small cuttings they would be easier to find space for overwintering than a big pot and would mean you could risk leaving the mother plant outside.