Wow! Your climate is cold for Pride of Barbados!
I would feed it with SuperBloom or triple superphosphate, first. Then stack light, open materials--such as pine or spruce branches, or medium-thick bundles of brush--around the base of the branches. Don't prune any of the top back, since even frozen top growth will help protect the all-important base.
Next spring--well after frost--carefully take away the base protection, watching out for new growth. Prune out any frozen wood, and maybe a bit more: Pride of Barbados does best when pruned heavily each spring, anyway.
Good luck! : ])

I have also found that POB likes additional water, even here in Central texas for it to bloom. I thought originally it was a xeric plant bvut I found out differently.