I am not sure Bridgett. Sonoita (one of my favorites places! love birding in Southern AZ) gets pretty cold. I guess it would depend on what well protected would mean. If it gets under about freezing for any length of time, it will die. If you plant it in a moveable pot and could put it in a room or patio, with lights (christmas lights or a couple 100 watt hanging lights are even better) on it at night for warmth, it might be possible. Once it gets big, older and stronger, it might make it outside, if it was covered and had the lights on it.
You never know how far you can push the envelope without trying...