In Zone 8b, unprotected in winter my Black Madeira dies to the ground then comes back in spring. I lost wood even when I insulated it, so I stopped doing it.
In colder zones, since freezing conditions last much longer, most likely it would not survive the winter.
If you do not want any winter freeze damage, this tree has to be kept at over freezing temperatures (probably in the 40's), during dormancy.