Hannah! Did you read the thread Growing in Pots? I am growing three woody peonies in pots.
As far as growing herbaceous in pots, I think they would do better in your garage over the winter as it would be more normal the roots. They say growing in a pot puts them in one zone colder. So your 5b would be a 4b for a peony in a pot.
I do not advise keeping the potted roots indoors as they do need chill hours to perform properly.
I hope Liz and Anya will chime in with advice, too as they are both in cold zones.
