Leave Penstemon alone, the top growth protects the crown over winter. Cut them down in Spring.
Don't grow Gaura so cannot help with that.
Alstromeria are not cut down as such. They are prepared for dormancy by having the dead stems pulled out.

I agree with the advice. I leave my penstemons alone until mid spring too.
I'd also leave the Gaura untouched as the remaining stems protect the crown. If you decide to cut back now protect the crown with a mulch.
The Alstromeria die back when they are ready and they do have a storage tuber that needs to be fed by the foliage.

If you hate the sight of the dead stems then cut them down now but if we have a hard winter you may loose them. If we have a hard winter you may loose them anyway :o)

THANK YOU BOTH FOR YOUR ADVICE, i SHALL LEAVE THEM TO LOOK AFTER THEMSELVES AND KEEP MY FINGERS CROSSED THEY SURVIVE. THANKS AGAIN

I agree, just leave them. The sky won't fall. They'll be fine and you can tidy things up later. The leaves will mulch down naturally and protect the crown from freezing as do the hostas.