Goodwin Creek lavender in Quebec

Last spring I bought two types of lavender plants from a nursery here in Montreal -- Lavendula angustifolia 'Hidcote' and Goodwin Creek. They both thrived over the summer, doubling in size and flowering.
However, this spring, it appears that only one of the two types survived the winter. The Goodwin Creek doesn't appear to be alive -- there is no green growth at all on it -- whereas the other looks tired after the snow and cold, but still has green.
Does lavender of this kind (the leaves are grayish and fragrant) survive Quebec winters? I'm surprised that it would be sold as a perennial here if it can't survive.
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