Windmill Palms grow well in Vancouver unprotected near the ocean but further inland may be subject to very heavy frost which, if lasts for several days in a northerly wind, could cause damage.
My solution is to dig out some of those old incandescent Christmas light strings, top up the bulbs (which are still available) and wrap the stems with them....turn them on when the weather is very cold. If you leave them on permanently, the trees with love it and will grow throughout the winter. The light will also add cheer to your otherwise bleak garden. Also I wrap the crowns with synthetic cushion stuffing...the white cottony stuff...during really cold snaps. This is all very important to young palms as they are more delicate. In exposed areas you can also provide some wind protection depending on the aspect of your plantings. Avoid plastic protection of the crown because there must be some air circulation. Windmill Palms are pretty tough so don't fret overly. If you feel you must shake off the freshly fallen snow be very careful, as you might actually do more damage to the frozen/thawing delicate foliage. These plants are used to snow, they live in the asian mountains.
With this method you might even be successful with more exotic palms...good luck!
Don't take off the lower leaves until they look almost dead....removal can stunt the growth rate. People are tempted to do this when there is only slight winter damage to the leaves.
