The winters here can be pretty rough some years, and like many of you, I've found fall planted mums often don't return. However I have found a couple of ways to give them a fighting chance. First, getting them early in the fall, when I first see them available, and planting ASAP, is helpful. This gives them some time to establish roots in the native soil before cold weather. 2nd, is to dislodge the root ball upon planting, not only to encourage the roots to grow into the garden soil, but also to shake off as much potting medium as possible. I feel like the porous potting medium allows for too much cold air to circulate around the roots. I gently shake off what I can, then upon setting it in the planting hole, use the hose to further break it apart as I fill the hole with water.
Frillylily, I've often found daisy form mums to be hardier for some reason. It's a pretty one, so worth a try.
Florist mums have often been winter hardy for me, but the problem was bloom time being so late. Some were just budding when hard frost hit, others just starting. I think those that require very short days to bloom are easier to cultivate in greenhouses, covering the benches with shade cloth like Poinsettias are grown.