Mikos,
The picture of your pond does not appear to be that of a 5,000 gallon pond. What are the meeasurements (Diameter,average depth)?
The frost penetration in your location is said to be 6 feet, so a pond with koi there should be at least that deep for fish to survive in a hard winter.
I assume you are planning on leaving the indoor tank in situ rather than moving it outdoors. If so, you would either have to operate it 24/7/365 or completely drain the lines for the winter to avoid split frozen lines.
A couple of other comments:
First: For your fish to have survival expectability in your climate, the pool should have at least 24/7/365 aeration and ideally a surface heater to keep a small unfrozen surface area to allow for the escape of toxic gasses.
Second: With all due respect for the many opinions regarding biofilter operation, I have been keeping fish in watergardens for 35 years and my opinion is that adding bacteria to biofilters is a scam and completely worthless. Fish contain within their guts all the Nitrosomonas and Nitrobacter bacterias necessary for biofilter operation. When you add fish, you have already added the necessary bacterias for conversion of ammonia to nitrates.
Your idea of a second pond with plants is a valid solution. This is commonly referred to as a bog or vegetative filter. Just allow the water to flow through the plant "filter" on on its way to the main pond. When you have voracious koi, this allows you to enjoy water lilies and other flowering aquatics and still keep your fish in a plant free zone.