Certainly pot them up and as they are all hardy they will be fine in a light frost free place. Does you potting shed have plenty of light? If not then put them where they will get shelter but light and water.

Seaburn, I’ve added a picture of the potting shed to my original question—I couldn’t see how to add it to a comment. It faces north and lots of things do grow in it.

That's a grand potting shed Canalhopper. I don't remember seeing your garden before - really like it! Is that veg in the raised bed? Brilliant idea to make a feature of it!
All the best with your new plants.

Your garden still looks green and lush so why not plant them in the garden if the ground is still workable and let them ride out the winter where you want them to grow?

Bathgate, that’s an old photo!
Yorkshire Lass, yes it is a raised bed of vegs. Originally it was for strawberries, but they got botritis, so we took them all out and planted new plants elsewhere.

well there will be plenty of light for them in there. I was just concerned that it may be too dark.

I suspect they will be too small to go straight in the ground Bathgate, many suppliers send very small plants out to keep their costs down. I usually pot up for at least 3 months to get a good root system in place.

OK Eileen that explains a lot. Here that's unheard of and if you order too late in the season, you receive it until early spring.

Yes, they are small, particularly the Penstemons. I think I would lose them in the garden of I planted them out now. I have potted them all on and will keep them in the potting shed. Thanks for all the helpful comments!