Thanks all for the responses. Firstly, I actually did try the whole Frost protection route this year. I bought a space heater and a very large tarp. unfortunately it did basically no good since my heater cut off in the night at one point (not sure how long).
My neighbor’s tree is roughly 100’ from mine, and at the same elevation. Her tree does have quite a bit more “mass” and height to it, so there could be something to that.
Also, I did fertilize last spring with a high nitrogen fertilizer.
I would love to try my hand at grafting, but I barely know much about it. I may just take this tree out and put in Contender, since that seems to be a pretty cold hardy variety.
It could be that I just need to wait a few more years. Maybe it’s a bad attitude to have, but it just seems like a bad sign that this tree has yet to successfully set one fruit yet.