Yes ice and extreme cold spell death. It is why when the colder zones with lots of snow cover can grow Hercs better than my climate. It can be sweater weather in the morning and raining and the temps will drop all day and night and by the next morning your plants are under 3" of water that will just freeze.
I have had great results planting them in coir wire pots and when I set them in the garden they look like they are planted. In December I put them in the corner of the garage and pile leaves around the pots. That way they get some of the blowing rain to keep them moist but not enough to create a ice block around the roots.
Last year I even planted some on the patio in styofoam coolers those really did good.