I am not sure what sprouts are you talking about. Tree Peonies have leaves emerging from a wooden part which is above the ground. They wake up early for me. All my TP have buds now. First buds/leaves appeared about 3 weeks ago (I am in zone 6/7). Sprouts that emerge from the ground often come from a herbaceous Peony rootstock (most of TP are grafted). That is why TP should be planted deep so they can develop their own roots above the graft union. Herbacious suckers should be removed. If your TPs are alive, you should at least see some fat eyes on wooden stems at this time.

I would give it some more time.you don't want to go digging around the roots and damaged them.Here in Maine they are just starting to show red growth on stems and we have had temps in the 70's and 80's

I would leave alone. At this time of the year the roots would be soft so if they are there you could damage them.

I would suggest that you plant some annuals around them this summer. Then this fall wiggle the stem very gently. If the graft is solid you may still have a chance of the tree peony sending out new life next year. Peonies, especially tree peonies, are not an instant gradification plant.