I very much live in a cold climate with a deep frost, it's totally not a problem. Because the native plants are used to it! For many ifs part of their lifecycle: the seeds require the cold cycle before they will germinate. Very cool stuff.

You don't need to deadhead your flowers: only if you're looking to extend the flowering time. Otherwise just let them do their thing. They'll flowers, then make seeds, and those seeds will contribute to the ecosystem.

If you like, you can give me a rough region you're in (like a state and part of the state) and the conditions of the yard you're struggling with (dry/wet, sun conditions) and I'll try and dig up some resources!