No I can't imagine growing lemons or oranges outside in wales, in a greenhouse though, or indoors for lemons?
There is a slight risk of frost, it actually varies quite a bit depending on the specific microclimate, like one part of my land could be frosty on a few mornings, but where the trees are should be fine!
We have had a few lemons in the conservatory one year. But not managed oranges yet.
Good luck with fruitful harvests to come...