I'm sorry - even fleecing wouldn't save it in severe weather. I think you could a) find someone to 'plant-sit' for the winter, or b) take it back with the receipt and get a hardier plant.

I have three, and as one was infected by the red spider mite it got moved into the garage for the winter.
I stood it on a pile of old newspapers against the wall of the house, putting bubble wrap over it when temps were minus twenty, and gave it the occasional dribble of water.
I put all three out three weeks ago, and the two that were in the conservatory have lots of flowers coming. The one in the garage has plenty of new growth, so apart from being a little behind it appears unharmed,

Kitchen windowsill is the only stand in for a greenhouse that I can think of. Your plant will presumably be too big for that.

The one that was in the garage stands at five feet even after its spring haircut Beattie!

I did think it might be a tad large for your average suburban windowsill. ;-)

Well worth the effort though.
It's a race between the blue and white form as to which will flower first.