Most aren't suited for topiaries but there are the spanish types that I've seen developed as a standard. However, I have no information how well these plants will survive. Normally spanish types will not survive the winter in zone 5.

Could i keep one in a shed that's cold but frost-free?

I truly don't know. My munsteads which are not suited for topiaries (unless a simple ball shape is considered one) requires sun exposure during winter. But munsteads are very hardy and can withstand minus 20-30 C temps.

Incidentally while checking my favourite herb supplier for an answer to this question, I discovered that what I call spanish lavender here in Canada is also known as french lavender in the US and vice-versa. Both types are tender perennials in our zone. I have the impression that they are greenhouse types requiring steady temps but not cold. I saw these plants in a greenhouse along with the bay trees and other tender herbs. I don't believe they were overwintered outdoors or elsewhere. Perhaps what you can do is to do a search on both french and spanish lavenders and seek answers to their overwintering needs.

English Ivy, Boxwood, Lavander,creeping fig and rosemary are some of the best plants to train into ornamental topiary forms using the green plastic coated steel wire Topiary Frames