Keep the cage, then throw a big tarp over the top -- anything that is exposed. Wrap trunk with C7 Christmas lights on a thermocube.

Guys, I must ask, isn't the "Windmill palm" zone 7a hardy? I have a baby one in a pot, and I bring mine indoors in winter in zone 6a. BUT, in zone 7a, it SHOULD be hardy, right? I have just gotten myself a greenhouse and I am planning on putting my small and young Windmill palm in it, BUT, I was wondering if I could eventually plant it outside in the ground in my zone 6a but add some lights and covers, IF you still NEED to do that in zone 7a I wonder IS the Windmill palm REALLY zone 7a hardy? Maybe it will be once it gets much larger and hardier?

Apologies for the "double-post". I must have clicked twice of something. Folow the thread in the top post. But in regard to Windmills being hardy in 7a ... yes sort of. I went a year without covering them and lost two of three. They were good sized mature trees but couldn't take a hit from the dreaded polar vortex.