Keep the plug out of the filter, set the plug (and all other small loose pieces) inside the pump strainer so you do not lose it. Cover filter with a big garbage bag bungeed around it.
In my opinion, take the pump inside, it will last longer.
Also, take the multi port valve inside for the same reason.
If you have the room indoors to store the smaller equipment, do it, after 4 years, my equipment looks almost brand new, works like brand new, I never had any repair issues with any of it, many others I know are replacing bearings, gaskets, guages and lines on a regular basis because they leave it all outside in a pile beside the pool.
We're in a prety harsh winter climate here in southern Ontario - cold and humid, the humidity gets inside everything and then freezes, and builds up, I feel that taking it inside is a small job compared to constantly repairing equipment due to early failure.