My experience is trying to winter peonies in 1.5 gallon size nursery pots. A tarp was used to cover them over winter. But then you are a zone warmer than I. All mine died, except one that struggled in the spring and then never made it. But I only tried once, and if I recall correctly, we had a very cold winter.
My suggestion would be to bury the pot in dirt to its rim if you have a spot you could do that. Otherwise, the unheated garage may be your best bet, or as Anya mentioned above if you have good indoor lighting.
Hope they survive for you!
