S. farinacea and many of its selections are rated hardy to zone 7b. I'm slightly colder than you in zone 7a, so for me they winter over sometimes but not reliably. Most places sell farinacea cultivars as bedding plants, implying annual, but they're all perennial. I think relative winter hardiness may vary slightly between the species and different cultivars, but I don't know specifics about Cathedral Sky Blue.

Victoria will many times winter over in my Zone 6, not reliably so, but usually at least several of the 8-10 plants I grow each year will survive the winter--so yes, tender perennial. So I wouldn't be surprised if other farinacea cultivars can also survive in Zone 7.

Kate