I live in Zone 3a where winter lows are -40 and we also have the 'brutal winds' out in the country. All the plants you listed do extremely well here with the exception of Carnations. They should also survive and exhibit vigor in your area.
Here are a few plants that are among my favorite. They are bone-hardy and grow like weeds. For the sun - Salvia nemerosas, Heliopsis, Ratidiba pinnata, Delphinium grandiflorum 'Blue Butterfly', Linum perenne, Lupine, Iris, many of the hardy Geraniums(cranesbill) Phlox paniculata, Phlox subulata, Asiatic Lilies, Euphorbia polychroma, Nepeta, Veronicas (many varities) Monarda. For the shade - Ligularias, hostas, Chelome, Monkshood, Bleeding Hearts, Astilbe, Goatsbeard.
None of the plants listed above need to be covered over with mulch for the winter. In fact, covering plants with mulch can sometime be harmful if the mulch is put on too early or taken off to late.
A comment on Hollyhocks. Most are biennals and so after they bloom they do not reappear. They are prolific reseeders. So perhaps the hollyhocks you see the year after blooming are the 'new' plants that do not bloom the first year.
Walmarts tend to carry the same plants nation-wide and so it is rare they have plants specifically suited to zones 3 & 4.
You said your soil is rich. Is it clay, sand or loam? High and dry ground or low ground that tends to stay wet? Have you have had the soil tested? What is the PH? The acidity/alkalinity of soil can be a major factor in plant growth but would have to be significantly out of the normal garden range of 6.0 -7.0. Also, you mention the brutal winds. I am assuming these are winter winds? As Mytime said, windchill does not affect dormant perennials. How much snow cover do you normally get? How about the summer winds? Summer temps? In the 70's most of the time in a 'normal summer'? Are you close to Lake Superior?
Do your plants have adequate moisture if there is no rainfall? The performance of perennials is directly linked to the amount of water they receive.
Perhaps a little more info might help with a 'diagnosis' Folks on this forum would love to help. It sounds like you put a lot of work into your gardens and certainly deserve to get great results.
Jan

Climate: We are in a damp hollow, but we do get some weeks of 90+ drought in the summer.
First frost: Mid september, with a killing frost by the first week in October.
Our snows have come later and later each year. Our ground is frozen hard by November, but no real snowfall until January. We are 0 to -10 for several weeks, with some periods of -20. Our snow has become drier as it has come later, with blizzardly pile ups and dry spots. We typically have a false spring or thaw in February, followed by more freezing temps. We have had heavy wet snow and ice storms in March and April the past three years that have destroyed some of our beautiful tree and shrubs. The temp starts to modulate in mid to late March, with a very, very slow warming. We had our last frost this year on May 28, with 28 degrees. Last night, June 27th, the low was 48. We are windier here than anywhere around here, and although everyone jokes about it, no one has ever explained it to me. We are located in a large cleared valley in the woods, primarily in logging country, 90 minutes north of Green Bay close to the Wisconsin-Upper Michigan border near the Menominee River.

The soil is very poor. A local farmer subdivided his corn fields and sold them off as lots. He apparently had never heard of fertilizer or crop rotation. We have a scarce 1 inch of sandy topsoil, then very, very sandy light brown earth for four to six inches, then hard pack clay that affords no drainage at all. This reddish clay will hold it's shape if you squeeze it in your hands, but I think it is not very amenable to living things. There are very few roots down there and no worms.

All my plantings are in three high foot enclosed raised beds that I have filled with the following 5-part mixture-- 2 parts brand-name topsoil, 1/2 part commercial cow manure, 1/2 part coarse sand for drainage, 1 part peat, and 1 part compost. I use an Envirocycle composter that makes a fine quality clean compost and I use the 'tea' as my plant food. It is always applied to the roots, never on the plants themselves. This is basically what I have always used on my plants, except this outfit makes it just heaven, it is so easy to use and everything is broken down uniformly. When varieties call for sandier soil I increase the sand in the mix until I am satisfied with the speed of drainage. Overall the beds are well drained and I keep the beds moist when the weather is dry, but nothing is ever soaked, unless nature does it. The beds are all on a very slight angle and enclosed by loosely fitted posts, so there is plenty of drainage out of the beds for moisture. The soil feels rich and looks very dark because of the compost, but it is never mushy or dank. There are sunny areas and shady areas and things are planted accordingly.

I mulch with clean straw. I don't mulch everything, but if the directions called for it originally, I do it. I mulch after cutting back the plants and after the first hard frost. I dig down in the snow as soon as I can in March and clear a space for the plant to 'breath'. All of the mulch is discarded in the spring and I never use leaves or plastic or anything like that, just clean bedding straw.

I am wondering if the freeze-thaw process is destroying the roots of my plants. I know the ground is freezing harder without the early snow cover because for the first time that we have lived here, the line to our septic system started to freeze over four years ago, and we had to have it re-dug deeper to keep that from happening. Still, what do I mulch? Do I mulch everything? Even my well-established plantings are suffering. My salvia, (which I do cover because the patch is so exposed) which is six years old and beautiful, and was in a patch about six feet long by three feet across, has been shrinking. The center is doing very well. The areas around the outside just didn't come back and the size is about one foot smaller all the way around. This has happened slowly over about three years. Lots of things seem to take hold well through the course of the summer and then limp along the following year or never come back at all. My spearment, red sedum and hens and chicks (sempervivum) are indestructible. Yarrow does very, very well. Lilies seem to thrive, if I can keep the rabbits and deer away, but the last of my delphiniums are gone, the larkspur that I planted last year did not come back, my beautiful, beautiful butterfly bushes, and my rosy coreopsis have just decided not to come back anymore. I am having a dreadful time with my little rock garden and I am replanting that every spring now. That I think must be from the frost because there isn't enough room maybe for the roots to go deep enough?

I have never done a soil pH. I guess I will have to do that.

Is it the frost do you suppose? I see no evidence of rot. Nasty destructive bugs aren't crawling all over above or below the surface. Things aren't turning yellow or getting spots or getting eaten up. The roots of dead plants that I pull out of the ground are big but they seem crumbly somehow. Would frost do that?

My neighbors are not flower gardeners, so I can't really check out what is happening to them. Some have vegetable patches with a few hanging flower baskets, that sort of thing. They don't understand wanting to grow a butterfly garden because they say the butterflies will come around anyway, right, and frankly several of them think I am nuts. (I do spend a lot of time in my garden.)

I went as far as to ask the local extension office in Escanaba, but they gave me instructions for such heavy and prolonged mulching and covering that it can't be right. I would have rot and beetles and who knows what if I followed their instructions.

Well, I'm open to suggestions of any kind. I'm stumped and what's happening to all these beautiful plants is making me very sad.

From your description of the area, it sounds like the winds are high because that cleared valley would channel winds through it at higher speeds than in a valley clothed with trees! A 'damp hollow' in the bottom of a valley is also a serious frost pocket so you probably are effectively in a colder zone than areas outside that valley! The soil mix in your raised beds sounds good. Raised beds do tend to freeze faster in fall/winter and warm earlier in spring so you might want to plant things not too close to the edge of the beds where they are less insulated from freeze/thaw effects. You talked about larkspur - that term is usually used for annuals so you would not expect that they would come back. You should make sure you buy perennial delphiniums. The Magic Fountains ones are good sturdy ones for windier areas but you'd still be best to stake them!

I never cut back perennials in the fall, other than things prone to mildew or other fungal diseases (cut down the peony foliage...!) Leaving the foliage on until spring may be a little less attractive but it helps capture snow and offers some insulation during winter. It's the only mulching I do apart from leaving fallen leaves or pine needles on the beds. I only start spring clean up when the majority of things are clearly growing and it looks like the worst of the frosts are past. It would probably be best to stick to extremely hardy plants - say, hardy at least to zone 3 - just to be doubly sure that they have a good chance. The list of plants for Fairbanks is a good place to start!

Good luck with your garden.

If you had the time and energy to make a new bed (even a small one) directly at soil level using one of the techniques in the following link...you might having some really good results. It might be worth trying as an experiment?? The link is a discussion on soil preparation from gardeners in Zone 3 and colder that deal with horrible alkaline clay. You may find some of their solutions interesting and worth trying.

My sister-in-law still lives in northern WI, (I moved south about 200 miles to Zone 4) From your description, I agree with others you are most likely Zone 3.

SIL and I talk gardening a lot. She seems to have problems with her raised beds. Freezing issues. Even though she has mulched on top. I think your bales of straw idea is a great one.

We mulch everything with leaves in the fall. My Clematis get straw and leaves. I've started with roses and they will be heavily mulched even though I've stuck with hardy northern roses.

We also get a thaw freeze cycle here, therein lies why good mulching is so important. I can say I've had excellent luck with day lillies, bleeding heart, sedum, delphenium, cone flower, monarda, iris, peonies, clematis, and now roses. We may be a little warmer here, not by much though. My soil is very sandy, so I've amended it with compost, peat, and aged manure we get from a farmer friend.

As far as pests eating up your garden, have you tried Liquid Fence? I've tried using hair, and the rabbits don't seem to be phased one bit. Liquid Fence has to be reapplied, however, I've had good luck with it. Another relative who has deer problems uses it and has had good success with it.

Good Luck!

I also have very poor soil and clay in my garden but I just mix the existing soil with super soil (mix of rich top soil with compost and other nutrients) at about 50/50 in all my beds and my plants are all doing well.

The plants that seem to do best in my garden are peonies, columbines, Hansa rugosa roses (very hardy), daylilies, spirea, european snowball, shasta daisies, hostas, clematis (type 3) and bee balm.

Good luck

This just names a few.