In Zone 7 they should be fine outside. Remember these are Alpine plants.
The plants can tolerate very little winter water in their Alpine conditions covered in snow. They don't like LOTS of winter rain like we have here in the Pacific NW and some people tent their plantings with plastic to keep off the moisture. I do let mine get exposed to the full winter wet as I'm trying to select for those tolerant of these weather conditions.
You are certainly safe in the cold frame. I would be tempted to give them some water as they do grow and change color in the winter.
Kevin