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Wrapping them can help, but only if it is for short spurts of cold. This article will help for future reference: https://www.gardeningknowhow.com/plant-problems/environmental/frost-how-to-protect-your-plants.htm
https://www.gardeningknowhow.com/plant-problems/environmental/protect-plants-in-freeze.htm

Many people don't realize this, but sagos aren't actually palms at all but cycads. These plants are extremely hardy, surviving both heat and cold well. In fact, during summer the plant tolerates drought-like conditions while in winter it is cold hardy to 20 degrees F. Your neck of the woods doesn't usually experience harsh winters, as northern climates do. Unless it's grown in a pot (which should be brought indoors or wrapped) or located in excessively windy areas, there's little you need to do over winter. It should handle the cold just fine. In fact, the plant may only exhibit slight browning from the weather but this can easily be remedied through pruning.

Scales normally infest the lower side of fronds before moving upward. Prune off all the infested fronds and dispose of them. Treat with horticultural oil, available at most garden stores. Apply the oil to the fronds and insects, making sure to get the undersides of the fronds as well. You may need to reapply weekly for up to five weeks. You can also try neem oil. It is organic and harmless to humans and pets but still kills scale very well.

Here is more information: https://www.gardeningknowhow.com/plant-problems/pests/pesticides/neem-oil-uses.htm
https://www.gardeningknowhow.com/houseplants/palms/sticky-palm-tree-leaves-treatment-for-palm-scale.htm

Sago palms do not like to be disturbed so any transplanting needs to be done with great care. Mature palms can be transplanted in early spring or late fall. Be sure to relocate the plant in adequate growing conditions--full sun, well-draining soil, etc. Include as much of the root system as possible when digging up and moving it. You may also want to consider trimming the plant back to prevent transplant shock. Here is an article that you may find helpful: https://www.gardeningknowhow.com/plant-problems/environmental/learn-how-to-avoid-and-repair-transplant-shock-in-plants.htm

Treat the plant with a fungicide, such as neem oil.

Many people don't realize this, but sagos aren't actually palms at all but cycads. These plants are extremely hardy, surviving both heat and cold well. In fact, during summer the plant tolerates drought-like conditions while in winter it is cold hardy to 20 degrees F. Your neck of the woods doesn't usually experience harsh winters, as northern climates do. Unless it's grown in a pot (which should be brought indoors or wrapped) or located in excessively windy areas, there's little you need to do over winter. It should handle the cold just fine. In fact, the plant may only exhibit slight browning from the weather but this can easily be remedied through pruning.

Sago palms do not like to be disturbed so it's likely going through a bit of shock. With adequate care, however, this should pass. If you haven't done so already, you may want to consider trimming the plant back to lessen the effects of transplant shock. Here is an article that you may find helpful: https://www.gardeningknowhow.com/plant-problems/environmental/learn-how-to-avoid-and-repair-transplant-shock-in-plants.htm