If each one is in its own 5 gallon bucket, it probably will work, but remember to keep them well-watered (the growing medium, which hopefully is a soil-less mix, should be moist not soggy) as winter air often is very dry and rain sometimes doesn't fall often enough. As far as taking them in and out, I've never tried that. I just grow the cabbage in the ground, well-mulched, and cover it with floating row cover if think it needs it

I've grown winter cabbage in the ground many times, and it only suffers freeze damage on extremely cold nights, and then only under certain conditions. Mine has been damaged at temperatures around 18 degrees, but quickly regrew and overcame the damage. With all cool-season crops, how well they hold up to cold temperatures depends on prior conditioning to cold. The worst cold damage occurs when a long period of abnormally warm weather is followed by a very cold spell because the plants are used to warm weather and haven't hardened off to cold weather.

Be careful carrying the plants inside. They should be adapting to cold weather, but if you keep carrying them into an artificially warm environment, they actually can lose whatever hardening to cold already has occurred.

I've grown Brussels sprouts in buckets, with no special treatment at all. What I would do is put some straw around the buckets (or some other insulation) and group them so I could throw a frost blanket over them if conditions require it. Carrying them in and out will get really old after a while. I once wrapped a pot with bubble wrap to insulate it. I don't know if it worked, that was a really warm winter. It's just that the roots are above ground and you don't want them to freeze.

I'm excited about the cabbage and Brussels sprouts I planted (in the garden) at the end of September. They're looking great!

That's terrific George! One year a friend of ours sowed his brussels sprouts seeds too late in Spring directly in the ground, and they never sprouted. I think our soil was already too warm for them to germinate by then. To his surprise, around September or October of that same year they sprouted and he was harvesting brussels sprouts in either December or January. He was thrilled to have them, but had to have lessons in how to cook them. His mom had always done the cooking but recently had passed away, so he and his dad had to learn how to fend for themselves---and cooking brussels sprouts was one of those things they had to learn by doing, after getting advice from other gardening/cooking friends. I think his surprise brussel sprouts in winter were the highlight of his gardening year, especially since he had them when the garden was producing little else that was fresh.