We bought a lakehouse about 60 miles northwest of Austin from a couple who had lived there from the mid 50s. She had huge peony bushes in the front yard. (I remembered seeing them in Illinois at my mother-in-law's). I decided to dig them up from the lake house and take them back to Austin. They withered and died. It was too hot for them, and I didn't have a clue as to how to take care of them. You may have better luck. Maybe just take one or two with you.
You will find the growing season in Louisiana is longer than in Illinois. There are quite a few active garden clubs to check out. I just remembered someone else from LA on this site that I can ask to pop in.