Fringed lavender is a tender perennial and can only stand a night or two below freezing. It is also evergreen, so if it looks dead, it probably is.

Ah well, garden and learn. Will replace it with a Spanish or Provence later this spring. I'm pleased to say the rose that I transplanted, just before the watering ban, is putting out new growth. Thought I'd lost that one (I eat the petals, and make rose oil out of 'em) So all was not a bust, everything else seems to be coming up too, knock wood.