Appropriate level of protection for mortar at 0-4 degrees?
Just tent the project for a few days. The heat from the ground and solar gain will keep the mortar from freezing. Cure will be slower, but that's ok if you aren't in a hurry. You could introduce a small electric heater, but don't go beyond that.

Be wary of running heaters inside the enclosure. It's very easy to dry out the mix to the point where it doesn't cure at all. I've seen front porches, beautifully formed, crumble under foot traffic after several days in a heated tent. The mix was completely dry near the heater.