Your sempervivums should be just fine. They're easily grown through zone 2, requiring only decent drainage - like the majority of alpines, they are very hardy.
Edit: Perhaps I shouldn't assume.... Grown in the ground or in adequate outdoor containers, they should be completely hardy... but not knowing your particular situation...
Are these reasonably large heavy-walled containers with a good soil volume (> a gallon)? Have you been growing these containers outdoors successfully through past winters? If so, then I wouldn't worry.
