Do you mean Stachys byzantina? It seems a bit thuggish for a rockery, and I can't imagine how you could accidentally lose it - it self seeds a lot.

Or do you mean Lavender stoechas? It's not fully hardy - if that's the one you mean, the cold winter has done for it.

Mullein is also called rabbit's ears but that is too big and thuggish for a rockery, I'd have thought. But being a biennial it flowers in its second year, then dies.