The fruit may be affected by the cold before the plant itself, giving chillis that seem ok but are rotting from the inside, so I'd play it safe if you have the room.
Apache are great on window sills - they don't get too big and they don't mind being trimmed back.
Frost, even near frost conditions, will usually kill chilli plants almost overnight but being in the south you should have a few weeks left. Mine are still outside but I need to start finding homes for them soon since there is no way OH will let all of them come inside.