The large-leaved hebes such as 'Great Orme' tend to be tender. However, there are other kinds with smaller leaves that have lower minimum temperatures. Maybe you should look at some of those.

I'd replant with another hebe :-) Recognizing these plants are semi-tender at best, they are not overly expensive, grow rapidly, flower for an extended period and will survive maybe 4 out of 6 winters, perhaps longer. Not a bad investment all in all. My 'Amy' or 'Alicia Amherst' (I think they are pretty much interchangeable) apparently succumbed this winter as well but I've had it for about 6 or 7 years and enjoyed its flowering from late summer well into winter nearly all of those years.

Smaller leafed hebes do tend to be more cold tolerant but they also tend to be not as floriferous as the larger leafed forms.

I also have a couple of hebe that look terrible and also looking for a replacement. So far there is some new growth but I don't think it will look nearly as full and bushy for some time. I think I will transplant it to another part of the garden to see if it survives and replace it with something else. Look forward to the suggestions.