Q.frost in late April
Do my newly planted shrubs and bushes need to be covered when a frost is forecast (azaleas, holly)?
This will depend on how cold the temperatures will go and the length of the time the plants will be exposed.
Brief temperatures below zero are not generally an issue.
When in doubt, I would always cover with a light sheet to avoid the stress or the risk of losing a new planting.
Remove the covering as soon as the temperatures warm during the day.
More established plants are generally less likely to have issues with light frosts.
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