It's too soon to tell if they have survived the winter. The scratch test for green cambium can be misleading. Evergreen azaleas can (sometimes) regrow from the roots even if all the top growth is completely dessicated. If you do see green cambium, the plants should be fine even if the leaves are brown and dead currently.

This has been an extremely difficult winter in terms of low temperature, duration of cold temperatures and wind. All evergreen azaleas benefit from protection from winter sun and wind. WiltPruf and temporary screens of burlap or evergreen boughs can help greatly. This is especially true for the first two or three years after planting, but will help greatly in any year. Hardy? This is a relative term and the 13-14 winter continues to be a real test.