If they are very small and soft I think that I would give them protection over the winter, just be aware that the roots can be damaged through the pots even in a cold greenhouse

Given the list of plants you mention, I'd say they would be far better off in the open soil for winter than in pots. As Pamg says frost can penetrate pots and it is extremely difficult to water pots correctly in winter without either waterlogging and rotting them or letting them dry out to such an extent that they die.
Planting them out now, as we are not even in September, gives them time to root properly into the ground and they will die down naturally, after which you can protect the crowns with a shallow mulch. When they start back into growth in spring you can easily transplant them into their permanent positions.

Thanks to you both. Will get on with planting them this weekend. Hope you've had better weather than us Bertie this summer!!