Pot everything up and place them in the best light you have available.
The Clematis can take more sun than the other two and also supply it
with something to climb on.
In Zone 9, you could probably plant the Bleeding Heart and the
Clematis in the garden now, but protect the tender shoots with a good
sized mound of leaves or pine straw. I would wait on the Calla Lily
though and just pot it up and grow it inside at a bright window.