Inside the lanai you can probably leave them all winter without any special care. A lanai is sheltered and if you measure you will find on cold days the it is 6-8 degrees warmer then outside. (For those not from the area SW Florida temperatures seldom go below 32 for more than a couple of hours on the coldest nights)
With that said an exception would be if they were very exposed in the lanai. I hang some on the screen wall furthest from the house and find the temperature will only be a couple of degrees warmer. A pool is a great heat reservoir adding further protection.
Outside the need for protection will vary on where it is and the type of orchid. Many people on this forum raise Phals (best on shelves near the house in total shade from the overhang in your lanai). The house warms it so much I never consider cold to be a problem. Dens and Cats are more exposed to get the better light and my recommendations earlier apply.
Outside the lanai you can get good shelter from Oak trees (not common in Cape Coral but everywhere in Pine Island and downtown Fort Myers.)
So depending on the degree of shelter, most orchids can handle down to freezing for the short periods we have it during the night.
An example is last year, the weather report said 36 degrees for one night so I did nothing. Well it went to 28 that night. Inside the lanai everything did fine. I had a few damaged Cat leaves on the plants furthest from the house, nothing worst. The orchids further from the house in the shade house, had only shade cloth for shelter and the temperatures dropped. Top shelf plants had leaf damage (mostly Cats), black spots developed. The plants did not die but looked terrible for months. Bottom shelf plants apparently were sheltered by the top shelf and had minimal damage (these were mostly Dens but several hundred Cats as well)
For more information I will be speaking at the Cape Coral Garden Club March 14th and the Pine Island club on March 15th. The Pine Island club asked for a talk on landscaping with orchids
From Vanilla beans to Amazing Beauty Landscaping with Orchids, so these topics will be the major part of my Cape Coral speech as well. Last year, the question and answer period for my talk at the Cape Coral club lasted till 11PM. You are invited and bring your questions.
Drop me an email and I will put you on my mailing list. I send photos every couple of weeks and always remind people of events happening in the area. Anyone on the forum is welcome to the photos also.
jerrymeola@hotmail.com