Allegheny is typically semi-evergreen, Davidii has some semi-evergreen tendencies but Prague is typically solidly in the evergreen category. My guess is that some of the colder nights may have been enough to stimulate the leaf drop.

Mixing in some hollies would definitely give you the winter privacy if you can tolerate working with the leaves! The Little Gem might just need a little more care to keep it to the height of the viburnums, as it can grow to 20 feet or so, but it can definitely be pruned into a shrub form with a little effort.

We are on the cold edge of Viburnum davidii's hardiness range, so it would be shocking if it were evergreen here.

It's not uncommon for Prague to loose leaves, but I don't understand why yours would have totally defoliated (if they're still alive). Mine still have plenty of leaves. Hopefully yours will be OK.

There are MUCH better Magnolia grandiflora cultivars for this application. 'Little Gem' is well known but is loosing favor with the pros due to better options. 'Kay Parris' is a good example of a better selection. 'Southern Charm' (aka Teddy Bear) is another possibility.