Answer: There are many factors that can influence hardiness besides the nominal zone information. In my experience, these plants do best in a full sun location with soil that is rich, well drained, and yet evenly moist during the summer. In the winter however, their location must not be overly wet --as can sometimes occur in a clay based soil or in a low spot -- or they will "drown".
I have also found that although a plant can be rated hardy for a zone, microclimate can also have a lot to do with survival. A windy location for instance will be far more difficult for the plant than a more sheltered location would be.
Age can also have some effect on the winter hardiness, with a more established plant being better able to withstand the cold than a newly planted one.
Another factor is drought; a dry fall can mean plants go into winter drier and can be more at risk of winter damage as a result.
Fertilizing late in the season, or in the fall before leaf drop, can also cause extra tender new growth that does not have time to harden off before the cold hits. This growth is likely to suffer more severe damage than the branches on a more lean growing plant would.
Finally, it is customary with these plants to leave the top growth in place for the winter and not cut them back until mid spring. Part of the reasoning for this is that the top growth can protect the lower part of the plant somewhat. An extra layer of mulch such as shredded bark would be applied in late fall after the ground freezes, not touching the stems but covering the root zone. Excess mulch heaped against the stem could encourage trapped moisture and consequently rotting.
In mid spring, the plant is usually cut back to about twelve inches and new growth will come from the stem and sometimes also from the roots below ground. (After a hard winter, the plant may actually be killed back to the ground, but with luck will regenerate from the roots.)
In spring when you trim it back, pull aside some of the mulch down to about two or three inches to help the soil warm up faster. (This plant really likes heat.) Spring is also the time to fertilize, using for example compost and/or a complete granular slow release fertilizer such as 10-10-10 according to the label instructions.
Then, patience is required until the plant begins to grow again. A plant on a sheltered south facing slope with reflected heat will begin to grow sooner than one in a more exposed location. I am not certain, based on your description, if your plants are truly dead or not -- they may still be gathering strength to regrow. If they do manange to leaf out, they will grow fast and bloom nicely for you because they bloom on the new growth of the season.
You might also want to compare notes with gardeners in your neighborhood, to see if they are having success or trouble with this plant -- this might yield some interesting information for you about your microclimate and growing conditions.
I hope your plants are okay and I'm sorry about your frustration. If they are not okay, I hope this helps you trouble shoot. In some areas gardeners like it well enough to replant it each spring just so they can enjoy it later in the season, even though it is not hardy for them.
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