The two should be graft compatible, however, there is no guarantee as to the improved cold hardiness. Most plants are injured by temperature fluctuations as opposed to cold temperatures. In other words it warms up for a few weeks and then gets cold again.
Prunus salicina 'Friar', plant hardiness zones 5 to 9. Japanese plums grow 15-20 feet with a somewhat wider spread. They produce round to heart-shaped fruit ranging in color from green to yellow and brilliant red to deep purple-black. Fruit is larger and juicier than the European varieties and are mostly used for fresh fruit only.
Prunus institia italica 'Green Gage', plant hardiness zone 5a to 8a.
Native to West Asia. Its sweet-flavoured fruit is a kind of plum, small, round, and green when ripe. It is named after Thomas Gage, who introduced it to England about 1725.