The issue is both air and soil temperature. Building a greenhouse around and under them is necessary for your climate.

Not quite as cold as you, gets down to 25 two or three times a year. We grew oranges for many years with never any fruit. Grapefruit the old marsh white, grew well and produced lots of fruit, very sour. Lemons both Meyer and Eureka produce well with some frost damage. The Owari Satsuma is the one citrus best able to produce well and never suffering from frost. Al

I think I will try to plant about 6 different trees in the ground and build a greenhouse frame around them I can put up in the winter and take down in the summer. The trees I had at my old house survived temperatures as low as mid 20's with no protection and no care and produced more than I could eat or give away.