I have about 6 Dioons in the ground at my place and my parents'. The smallest one I got first did suffer cold damage but always grew back larger in spring. The larger ones haven't had damage. Lows have been around 20F in the last few years. So I'm not sure if I've just had relatively less harsh winters or plants of a larger size do better, or both.
I'm not sure on species. Apparently 'angustifolium' is separate from edule now and hardier to cold. I don't think mine all are the same species (different sources). I definitely would snap any up I see for sale, but I have an unexplainable affection for them.
As you know, sagos can be grown surprisingly far north, perhaps these can too. I would pick the least labor intensive option. It can probably stay in a pot for a long time.