Answer: Gymnosporangium affects members of the juniper family or Juniperus (a common name for one type is "Eastern red cedar") so if your dwarf red cedar is actually a cultivar of Juniperus virginiana and not a true cedar (Cedrus), then yes it could be an alternate host. In my experience, since there are so many junipers growing native and in cultivation, removing your one little plant would probably not be particularly effective in preventing the disease one way or the other -- if it is prevalent in the area.
According to your zip code your are gardening in zone 7A or the coldest part of zone 7. Depending on your microclimate it may actually be as cold as zone 6. The hardier gardenia you are thinking of is probably Kleim's Hardy which is hardy into zone 7; Chuck Hayes is also hardy into zone 7. I hope you have one of those! If you purchased it locally, they may know what varieties they offered or may only offer the hardier ones. You might ask your local professional nursery staff if anyone is having success growing the less hardy types and if so how they are protecting them. Otherwise, let's hope it is planted in a sheltered microclimate protected from the wind. So as far as odds go, I'd say it's a long shot.
As far as extra winter protection, you could try experimenting with a heavy mulch applied in late fall plus perhaps a wire mesh or snow fence cylinder around the plant and fill that with a fluffy insulating material such as dry oak leaves; cover the cylinder with a plastic tarp to keep it dry inside but also make lots of air holes to allow for air circulation and avoid heat buildup on sunny days. Remove it gradually in the spring as the worst of the winter passes.
The Plumbago auriculata is only hardy to zone 9, so to be honest I think it is pretty hopeless as far as growing it outdoors year round. You might try cutting it back and potting it up and see what happens -- since leaving it out there you are sure to lose it.
I wish I could be more encouraging. Good luck this winter!
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