Alice,
This is mid zone 7 on the map, but we have experienced -10F to -16F for a short time, several times.
Here are some fragrant outdoor things I have grown without any protection.
Hamamelis vernalis- normally flowers New Years to Feb.1, spicy.
Hamamelis x 'Arnold Promise'- February, fragrance is different from vernalis.
Buxus japonica - March, similar to Sweet Box. Takes several years to 'bulk up', then the fragrance fills the yeard.
Buxus x Wintergreen' is similar but not as strong.
Galanthus imperati,Italian Snowdrop- Hyacinth scented to my nose. Hard to come by.
Eranthus hyemali, WInter Aconite- Honey scented.
Hyacinths - Dutch Hybrids and the ancestral Roman Hyacinths
Calycanthus florida - Sweet Shrub, maroon flowers like strawberries and cantalopes in late April.
Fringe tree- Chimonanthus virginicus. The sweetness can be overpowering so keep away from windows.
Syringa vulgaris- Lilac, do plant near a window.
Mahonia aquifolium - Grape Holly, honey scented, April
Peonies - check descriptions- some are scentless, some even have a rose scent
Tulipa x 'Angelique' is a pink double peony type with a good sugary fragrance
Native Azaleas have varying fragrances worth investigating.
Pieris japonica may be hardy there. Some clones are scentless, others have the Sweet Box scent. 'Valley Rose' is especially fragrant. Grow them like Mt.Laurel
Any Osmanthus you can grow will probably have a good scent.I've not found any that did not resemble the Tea Olive. Like the Boxwoods, they need to develop some size to be noticable.
One Rosemary that grows in Southern Tennessee Z6 is 'Arp'. Keep it in the ground not in a pot. A favorite in the herb garden at the Botanical Garden here.
Bay leaf, Laurus nobilis, larger plants are root hardy in sheltered pockets here, even on the higher elevations which are probably southern Z6. Mulch it deeply or even use a pet water heater? Worth the experiment.
Wintersweet, Chimonanthus praecox, would be worth trying.
A cousin of the Sweet Shrub, it flowers Thanksgiving to Christmas with a strong familiar perfume scent. One of those expensive perfumes.

Mike