Gordon's roof garden is fabulous but I think he has a greenhouse, or at least brings a lot of his plants indoors in winter. Many things he grows are tender tropicals.
A Crepe Myrtle in the ground is going to be more cold-tolerant than one in a container, no matter how much you wrap it. But since it will be in a container, you could perhaps have wheels on the container, (or use a mover's dolly) and move it to a protected spot for winter? Up against a south-facing brick wall that would act as a heat sink might keep it warmer through the winter.