Some of the stones in my rockery chipped and cracked over the winter, some in half and some in many pieces. Why did they crack and how can I prevent it next winter? They are cotswold limestones.

The stone seller is willing to replace the cracked stones with new ones, but it is quite a job to take out these stones and put new ones in their place. So I am thinking of keeping them and repairing the cracks. Is this a good move? If so, can someone recommend good stone repair material (like stone glue and crack filler)?

Thank you very much.