Naked Lemon Tree!

Avert your eyes people.  The lemon tree is naked!  Well, almost.  He's been losing his leaves for a while now but I only recently became alarmed when I compared a before and after photo.  Below is a photo of the lemon tree in the summer.  Look at how bushy he is.  How lush and green.  That's a healthy lemon tree.  Now look at the current photo, taken yesterday, of the lemon tree in his nudity.  You can count the leaves there are that few left.

Bushy

Naked!

  

Now I'm not sure what this is all about and I'm not sure if it's normal for a lemon tree to drop its leaves.  It's winter so I just kind of assumed the lemon tree was reacting to the change in season.  Maybe so, but from what I've read the lemon tree really shouldn't be losing his leaves.  I did also note that most of the leaves had gone yellow and on investigation discovered the tree would benefit from regular feeding and more sunlight.  So I've taken steps to try and help the lemon tree.  He's been getting regular feed and he's been moved into the sunniest spot on the balcony.  I must say that I've already noticed an improvement.  The leaves are turning green again.  There still aren't many leaves but at least the ones I have are green and not yellow.  So now I want to know if the lemon tree is going to be alright?  Is he going to make it to spring?  Will more leaves come back?  I can't believe how bushy he used to be!  Where did the leaves go?  Maybe the conditions here have been too harsh.  We don't get frost but it can get chilly and then of course we've had very high wind, heavy rain and more high wind.  Did his leaves just blow away or is this a more sinister problem?  Have those evil horned caterpillars actually been nicking off with leaves?  Grabbing them in their little caterpillar mouths and marching off?  I haven't seen any caterpillar activity in months but you just never know.  Those horned caterpillars are damned sneaky.  And underhanded!  I've been checking on my lemon tree every day and offering him words of encouragement.  I don't want to fail the lemon tree like I failed the basil.  I'm still a green gardener and I know I'll make mistakes but I don't want my lemon tree to become a learning experience.  I want him to be a triumph!  He was going to take on next door's bamboo tree.  Suggestions and words of encouragement will be greatly appreciated.