Question
TWO PART QUESTION;
            1. What is the best way to prevent  large shrubs small trees from freezing?
            2. What do you call those pot belly/smoke stack contraptions that you put fuel in that you light for night warmth  around trees?

Answer
Most  trees if native to the area will not need freeze protection. Shrubs and some small trees can be covered with a cloth covering --this will hold the heat in and keep them from freezing. Do not use plastic covering this will not hold the warmth. When the temperature warms above freezing take the cover off.
The heat pots are used for protecting fruit on trees from freezing not the trees them selves.
The trees and shrubs should be mulched with not more then 3 inches of mulch this will hold the moisture and keep the roots warm.