Good luck with your project. I mean that. I love seeing people doing things  that are labelled impossible. The trees will have to be wintered inside. Most citrus cannot tolerate freezing temps and some can be harmed by a little frost. There are varieties that can tolerate temps down to 20 degrees. I just lost about 15 trees to a 17 degree, 2 day freeze. Some were in the ground for over 20 yrs. I'm startin all over now.  Also be aware that most citrus varieties are grown (grafted onto) on a hardy rootstock. That means their seeds probably will not grow true to the parent tree. So prep your mind for inferior fruit. One variety to try is Meyer lemon which has proven to grow true from seed.
 Also prepare yourself, and it sounds as if you may have, To grow in pots so they can be moved indoors during cold weather. That will take big pots eventually, meaning hard to move.
 Another thing to consider is Wicking pots for when they need to be set in the bigger pots. Plenty of info on Youtube and other sources. They provide a steadier source of water and an air pruning of the roots if done correctly. That means a lot less root pruning in the pots in the future.
 Good luck in your endeavor!