Q.European Olive Tree (young) Leaves Falling After Cold Snap
Houston Texas: Planted Dec 8 2022. Cold snap hit Dec 22, 23, 24. Wrapped trunk, sheet over top and mulch over bottom. Uncovered tree Dec 27. Leaves started falling Jan 2.
Certified GKH Gardening Expert
There was some damage, so leaves are dropping. It sounds like you protected it well, so the leaves should grow back. The concerning point is that it wasn't in the ground very long and didn't have much time to get established before the snap.
https://www.gardeningknowhow.com/edible/fruits/olive/olive-tree-care-information.htm
https://www.gardeningknowhow.com/plant-problems/environmental/protecting-plants-winter.htm