I had the same problem with my Mrs Bradshaw geum (however, another variety of geum came through fine for me), and my Lychnis coronaria (a plant with silver fuzzy leaves similar in color/texture to Stachys Byzantina/lamb's ears). Both plants looked great-evergreen and full sized in early april. By mid-april they were soggy and dead.

I haven't seen any sign of my Japanese Anemones that I planted late last year either. I must have planted 5 or 6 scabiosa last year and all are MIA as well. All my gallardias came through except 'Summer's Kiss', the new Apricot variety. none of the 5 plants I put in in August made it-even though I planted all my other gallardia at the same time and they all came through. I am wondering if it is really hardy to zone 4-or if the root structures of this new variety were too underdeveloped?

A couple of thoughts.....which you can feel free to ignore. LOL

The fact that last year's foliage on plants are green when you take the mulch off or when the snow goes is not a plus. Inevitably the old foliage will die or brown. They are herbaceous perennials and the old foiliage is suppose to die.

Things like Aconitum, Salvias, Tiarella's, etc. do not need to be mulched. Perhaps the mulch is causing more problems than it solves? If put on too early before the ground is frozen, the ground is prevented or slowed from freezing. These perennials should not be trying to 'grow under the snow'. They should be solidly dormant in the winter months. Also, if the mulch is put on when the ground is wet (and not frozen) rot can occur. At this point, if the root mass is not rotted, they might yet appear.

The loss of Geum's, Scabiosa, Lychnis coronaria and Stachys Byzantina is not terribly unusal. These plants can be temperamental about wintering. Also, some of the new varieties of Gaillardia aren't known for their hardiness.

Generally, I find that mulch often does more harm than good when put on plants that are zone hardy. Some tenders may benefit if the mulch is put on after the ground is frozen. This can be tricky because often the snow flies before the ground is well-frozen. Fuzzy leafed perennials just generally seem to be wimps compared to their 'unfuzzy' counterparts.
Jan

Jan really summed it up well in her last paragraph.