Unfortunately, I did not do this heeling in with my pots this past winter.
With some daylilies I think they died as I just left them in pots on the deck, thinking they were super hardy down to your zone, and that was 3 zones warmer away. Boy was I wrong. They were not small pots, they were quite big wooden-barrel planters too (hence me not wanting to bury those - too heavy).
The weird thing is with them, and the in-ground azaleas, was that they look like they survive the cold perfectly fine (still greenery poking out). It is when the weather gets a bit warmer that they seem to have a crisis and die.
They were all seedlings anyhow so I am not too fussed. But it was a learning experience not to be so lazy next time, or at least to line the inside of planters with styrofoam insulation in the future.
We live and learn. Eventually.