They are more hardy if in the ground - its in pots that the cold CAN do real damage. I agree that wind could be the problem as mine is sheltered but very cold and is doing fine, but I didn't plant it out until about 3 years old. I'd been cropping the odd leaf (lets face it you only need 1 or 2 fresh ones for a stew) from the beginning, but you have to be more selctive about WHERE to pick when they only have a few leaves!!

Its another of these plants, like Rosemary, that once its settled it'll survive anything and grow like the clappers.

LCG