That's peach leaf curl. It's too late to spray this year. Next year the tree needs to be sprayed before bud break. Here is a link that might be useful: peach leaf curl

Two guesses which play into eachother. Glyphosate lowering a tree's resistance to cold. Complicated world!. I am willing to be the distance trees travel to be planted anymore is growing. I know I can mailorder Oregon trees and I wonder how many of the big boys get trees from gentler climates with longer growing seasons. Couple that with some spray and the previously mentioned way trees are packed in at a nursery then planted out alone in our yards and I bet they are shocked by the cold.

Wish I could send a longer response but its past bedtime this end of the pond! Look up everything you can on this forum on Winter Leaf Drop (WLD) using the search function at the bottom of citrus forum page. Use google too. Nothing to be alarmed about if this is the case. More info on everything about how you look after these plants is required. Watering, fertilizer, growing medium, environment, size etc

I'm going to go against the grain and tell you to remove all the flowers and fruit untill the tree is at least 8 feet tall and has a nice sized trunk on it. You can leave a couple of fruit on it if you want but remember that's going to cost you a few months or even a years growth if you leave more, life is short and lemons are not that expensive so I pull them off so I can get to those mature years with the 100s or 1000's of fruit faster. You neighbour fails to realise that your lemon tree is just like frankensteins monster, someone elses head grafted onto a different body. The graft thinks it's mature, thinks it's old enough to have fruit, because it once was but it's not, not even close. Just missing a proper hard spring growth flush to go though the flower cycle slows growth down massive compared to a seedling that's doing it's own natural thing