Liz, Thank you for sharing your story! That makes me feel much better. My roots came today, and I had an email from Ruud (Warmerdam) that let me know that the roots should be fine. It sounded like there were many delays throughout the shipping process. But at least I now know that peony roots can handle very cold temperatures, and I won't have to worry about late shipping in the future.
I've noticed folks on this forum like to post pictures of their roots. Here are mine. Some of the larger buds might have a little damage, but I think there are plenty of smaller buds that look good, and I think they should do OK next spring. I've had a thick woodchip mulch piled on the planting sites so the ground wouldn't freeze. I will plant in the next day or 2.
Anika:
Peppermint:
Dark Eyes: