While not the best thing to have happen to a fig tree, especially being so late in the season, the tree will usually recover.
This exact thing happened to me a few years back. I forgot to water my tree, and after yellowing, all the leaves all fell off, about one month before onset of dormancy. I just kept the tree well watered, and fertilized the tree with a VERY low nitrogen/no nitrogen formulation, and prayed. The tree came through the winter with flying colors, and with no set back. This containerized tree was overwintered in an unheated storage shed, and I made very sure the root-ball was kept well hydrated. The following spring, the tree re-sprouted a new set of leaves, right on cue.
Your tree is just a little "shocky", but it should recover....but, handle-with-care. :)))
Good luck.
Frank