The secret of successful gardening is to know some geography! Learn where your plants originated from, find out what the climate is in that region, and try to emulate it at your place as closely as possible.

To give you a head start on your research: Most of your plants originated in the Mediterranean area. The Mediterranean climate is what you need to provide for them for best results.

Your neighbors and others that are gardeners where you will have the best advice as to what will over winter nicely in your zone.

From my experience in Western NY State (Zone 5/6) these will over-winter when planted outside in the ground:

Flat leaf parsley - yes, but is a biennial that is best treated like an annual.
lavender - depends upon the variety. Some yes, some no for my zone.
lemon balm - most definitely!
thyme - yes.

FataMorgana

Be sure to keep Thyme relatively dry and depending on which lavender you have relatively dry too. Both of the thyme and lavendar sould be in 6-10 hours of sun. Parsley anywhere you can find a relatively moist site in 6+ hrs of sun. Lemon balm and Greek oregano are more of a problem. I recommend putting greek oregano in a large put in 6+ hrs of sun and the lemon balm (at least at my house in Auburn, Al) is growing and spreading in mostly shade. The oregano and lemon balm are the most aggressive of the plants you heve. Bear that in mind when planting them.