The backflow should be covered over the winter to avoid freezing. There are seals and diaphragms in it that can crack from freezing and cause leaks. Most hardware stores sell various sizes of insulating sprinkler valve covers that should do the trick. All pipes and fitting should be sealed up with foam insulation and 20mil thick PVC plumbing tape.
You can foam insulate everything up to the wall, most hardware stores have all kinds of premade foam covers for all sorts of fittings. The spigot can be covered as well.
There will be enough ambient heat from the brick wall and the house to keep the plumbing safe inside that wall unless it’s in a part of your home that isn’t conditioned (like a garage). It’s just the external pipes that need insulation. Heck, you can even just throw a heavy blanket over it all.
There are also pipe heating tapes with thermostats that you can plug into a nearby outlet. The heat tape wraps around the pipe. When the thermostat senses that the pipe is getting close to freezing, it turns on and gently heats the tape using about as much power as a household heating pad. You’re not in a particularly cold part of the country so just insulating the pipes and covering stuff up over winter should suffice in most cases. For a severe cold snap that lasts longer than a day, you can just using a contractor lamp with an incandescent light bulb to throw some heat at it.
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