I recently noticed that High Country Gardens now offers 'Super Arp" which is advertised as being extra cold hardy. It was discovered/developed near Santa Fe (zone 6b) "...after a cold winter with a -18F winter night. The original cuttings were taken from that plant."
https://www.highcountrygardens...
Apologies, I have no personal experience with it. I have a mature regular 'Arp' in z7b and give it no special protection in winter, but it's in a somewhat sheltered spot. I wonder if the main challenge in your climate is the addition of prolonged damp feet during the cold weather. Just like lavender, excellent soil drainage is crucial.