ooh, you have my conundrum... what to do with a climber in our horrific zone!
I've seen lots and lots of climbers here doing OK, but I haven't gotten a single Austin to live for me, so I can't help you there.
I'd just suggest mulching the living snot out of it.. at least a foot deep of mulch around the base of the rose. That's about how thick I mulch all my roses. Last winter was a nasty one for me here... too cold to water all winter and winter lasted FOREVER! Personally, this is what I would do: not prune it at all until spring: When the forsythias bloom, time to prune. That way you don't have winterkill too low to the rootball. You'll lose some of the canes to winterkill, but if you prune down too low, it might be too strenuous on the poor rose. I never prune my roses after Labor day, that way there's plenty of cane that is high enough for winterkill to stay away from the root system. Only those that I did not plant deep enough (budded roses need to have the bud union at least 2-3" below the surface) didn't make it. One of my Blue Girls stayed green all winter long, but then again, it was about 4' tall and had about 18" of mulch around it's base (did NOT want to lose that rose!!!). Maybe, maybe on really really REALLY cold days cover it with a blanket (frost blankets are good down to 24 degs)?