Do not bring it into any heated location. I don't know if that's what you were considering. The moist peat moss and a cool dark place sounds good, but you don't want the roots to freeze.
Can't you dig a temporary hole, plant the tree there, and move it in April? Or pot it up and sink the pot into a hole in the ground to prevent root freezing.
Or is your ground frozen solid?

Thanks Tim
The ground is frozen solid here in Zone 5 for a month. We had temeratures between -1F and -11F a week ago (& January thaw now). So the temporary hole in a shaded area would have been a good solution. My cold storag ehas temperature around 45F to 50F until spring.

I have done this by putting the plants in 5 gallon buckets and filling the buckets with slightly damp sand, or if I can't get that, potting soil from the store. I dig holes in the snow to the ground outside the north side of the barn. The buckets then are put in the snow holes and get covered with snow. They are usually okay until I can plant them as soon as the ground can be worked.

I have had good luck asking nurseries to put a blue ice cold pack in the package, in case the package is transported in heated trucks, etc. They often charge more, but it is worth it.

In the past, I have gotten plants that were coming out of dormancy when I got them. In these cases, I pot them up like above, except they go into a heated area with light, such as my basement until the outside plants break dormancy.

Good luck.

No big deal. Just throw the trees in your cool dark place, tie the branches as tight as possible and put them in large plastic construction bags with just few holes for respiration. Before closing up the bags put in a couple shovel fulls of moist not soppy peat moss. Be sure the peat doesn't dry out and plant them when you're ready. Bare root plants are much tougher than people think and the roots don't really dry out very easily- the fine roots have already been destroyed. The large roots resist dehydration.