I've never grown it, but according to this http://www.pfaf.org/user/Plant.aspx?LatinName=Lespedeza+buergeri it's hardy down to Zone 6, so should be ok anywhere in the UK, although you will lose the top growth the roots will re-shoot in the spring.
When you overwintered it in the greenhouse did it retain it's top growth? If so it's probably worth a bit of extra tlc by taking it in each winter so it can get going earlier next year (it'll probably save a lot of anxiety for you too). But on the other hand, if digging it up is a problem, I'd leave it outside.
I visit the Peterborough area quite frequently, and you're always about 2 weeks ahead of Norfolk in the spring, so the winters are probably a little easier than here
I've just re-read this post - it's probably just as contradictory as everything else you've read - sorry!
You pays your money and you makes your choice