You can't kill Egyptian walking onions. They will come back year after year, no mulch or anything needed, regardless of snow cover. Not sure about shallots yet. I planted red shallots for the first time this spring, will bring some in for the winter and leave some out, see what happens. The store bought garlic that I planted in spring and left over winter all died. Chives come back year after year.

I planted all my shallots in the fall when I planted my garlic. I put in about 100 cloves of Red French and Yellow Dutch. They all did wonderfully and are thriving now. I probably have about a month to harvest here.

Not too far from you, maybe an hour - 1.5 nnw. :) I've had clumps of chives growing for the last *decade* in containers, no problems.

Egyptian walking onions have been out for the last... 2? 3? years, and it's true... can't really kill 'em. I'd say you've no worries on that count! They have lots of wind here, no cover from it; and crazy snow just like the rest of the area. Each year I pull a few strays from the lawn and tuck them back in the beds, I never seem to snag all the loose bulbs before they root. :)
They have no mulching unless I have a lot of loose stuff to spare for weed/grass supression, which is really rare. I think I did it once. Any of 'em I've stuck in the ground have grown, they don't seem to care when. I've wondered if I just let them sit on some snow, if they'd take root in the spring anyway. Might try it this winter. ;D
Oh! The overwintered ones can get pretty big, which is nice. I'll have to move some this fall and make a bit more room for next year.