They certainly need winter protection, and it would be best if the lows don't dip below freezing whatsoever and preferably not below 40 degrees F. I wouldn't imagine there is much need to protect against heat, Blastophaga exists in some super hot climates (e.g. North Africa, Middle East) so I imagine water stress could be a potential issue but anything the figs can tolerate I imagine the wasps can too due to their inherent co-existence