I've asked Michael Perry @gardening_greek on twitter, He's T&Ms new plant specialist. Might be interesting if he has any comments on how to overwinter these, and if they really are supposed to be truely hardy. It's been a long cold winter but here in newcastle it#s not been that wet really. infact if anything it's been a bit dry.
In the same area as i planted the foxglove i've got, astilbe, phlox, wild garlic, normal foxgloves, heuchera, primula, hostas, and rhubarb, all those are fine and made it through the winter no probs, just not the illumination.