Mine are growing outdoors and not in a sheltered spot.
It would be quite simple, for example, to stick a stake into the soil by each plant and pull a garbage bag over it, possibly tying it at the top.
This creates a slightly milder microclimate around the plant overnight.
For this reason, I always grow all peppers and chillies as potted plants, and they come inside when it gets really cold. We often still have fresh peppers well into January. I have even been able to overwinter some chillies this way, and they actually had a second season!
However, my peppers have benefited so far from the beautiful September this year. During the unsettled summer, they didn’t want to turn red for ages, which they have partly made up for in the last few weeks. Unfortunately, the days are now shorter and the sunlight yield isn’t that high even on nice days...
Honestly: climate change or not – I personally quite liked the recent Mediterranean summers *confess*. I had almost stopped worrying about blight and was rudely reminded of it again this year. I could have done without that...