Rooted cutting to me.
Weather can cause this effect on tender new leaves. Nothing to fear at this moment. Just assure that you keep it warm and never stand freeze
Aphids will cause a much bigger curling effect, but in the opposite direction, producing convex leaves. Dry spell and some and deficiencies can cause concave leaves but would be much more pronounced..
As you are in a very cold climate, maybe you should eval to regraft it in a Yuzu to achieve a better cold resistance of roots and a more forgiving indoor plant. You can't culture it in the garden in any case. Oranges aren't hardy.