I have tried both Arizona Sun and Oranges/Lemons, but neither overwintered. Some say they self sow but I think that may be in warmer climates. Any luck with these, or should I treat them as annuals?

I had luck with the addition of granite chips in the top 1/2" or so of soil. Also had to bait for slugs. They prefer sharp drainage in our climate & sometimes they reseed well, the emphasis being on "sometimes".

I had tried them a few years in a row. Never over wintered for me either.
I guess we could dig them up and store in the winter, but I buy them and treat them as annuals. I'm in western Wa.

Me three. I love them and did manage to get them to over winter one time. Then they died. I was so disappointed. I think my soil is too heavy. I should devote a bed to them and amend the soil to lighten it up. I don't know if mulching in the fall would help or hurt. It might rot under the mulch in the spring. But there are so many other beautiful flowers that do grow that I won't lose sleep over these.

I can't keep any, but 'Oranges and Lemons' did overwinter a single time. Drat. I cannot recall the names of the others I tried.

Maybe things that need extra-sharp drainage to survive a cool wet winter would do well in the top-layer of a multi-tier, very raised bed.

A friend had a small very-raised bed with tiers, structured like a wedding cake, with layers of concentric circles, each layer smaller than the one below it.

Like a raised-bed-on-top-of-a-raised bed. Then another layer on top of that.

The top-most layer is well-drained unless climate change brings us monsoons instead of drizzle.

but then wouldn't the top top layer be really exposed in winter. Wouldn't it freeze freeze worse than being at ground level.

Good point. Definitely yes - like roots in a pot on top of a platform.

Hard freezes are not much of a problem where I live, especially the last several years.

While our winters have been very mild of late it would still be cold enough to kill off any plants that high up.

I should have remembered "Zone 4". To me, PLUS 20 F is a moderately cold winter.

Drainage through elevation works better when the main stress is cool-WET-clay, not "MINUS 20 F".

It was gorgeous yesterday. My thermometer said it got to 80 in the sun. Sure felt like it. I am goin to go for it and plant out some stuff. Still working on hardening off things before the trip to Fairbanks next week to take a load off Laura. Stuff dries out so fast in the garage. Some of the stuff needs daily watering. I am pretty sure it is due to the hot grow lights they are both under and above.