Hi & welcome to the site!
I can understand your enthusiam for your love of your koi and wanting the best for them - as we all do!
It sounds like you have a good set up with some healthy sounding koi

As the winter progresses you'll find the fish will feed less & less, and will stop all together when it gets too cold. This is normal. (I'm assuming the water is not heated)
The koi will survive without food through the winter and they will generally rest towards the bottom of the pond.
At 5ft depth that will provide them with enough 'shelter' even if you don't cover.
I didn't cover mine last winter and it froze over apart from the water return area, when it was -14°c outside, and i'm happy to say, my koi came through it
But any cover or protection you can give will certainly help.
Keep all pumps and filtration running all the time, raise any airstones to a higher level; other than that, just keep an eye on them as you have done so far.