I believe L. sulphureum is quite cold hardy variable. That wonderous yellow with green back tepals that Steve G. grows is one of the less cold hardy ones, I think.
20+ years ago, I grew a trumpet from Chen Yi, sp.(15). I had determined it must be either sargentiae or sulphureum. Back then, ID info was scarce, and the only defining characteristic was the presence (or not) of basal stamen pubescence. Since I was a newbie then and had nothing to compare with (thus my observation was quite nebulous), lacking any other info, I "decided" it must be sargentiae, based on the fact that sulphureum is suppose to be so much more cold tender, and certainly could not survive my Minnesota zone 4a(back then). Since then, the pubescence characteristic has been proven unreliable.
I think it was just last year, Luka and I were talking and he, along with new info he had found and him talking with a Chinese professor Gao, easily convinced me that it was actually sulphureum that I had. The frost goes way deeper in my soil than yours with all that snow, Eric. However, who knows the provenance and actual cold hardiness of whatever clones you are able to procure.
In my earlier years of lily growing, the species was always very robust, although never getting more than 5-7 flowers. Foolishly, I saw no reason to grow more from bulbils, and one year, it just disappeared. I still lament its passing (along with others).
From the days of film cameras: