Why is Gaura not growing. It's spring and they look dead
Gaura plants can sometimes survive the winter in colder zones, and it seems to depend on how wet they get. Well-draining soil and a drier site will increase their survival in the winter.
The plant should not be cut back in the winter. The remaining foliage may help to protect the roots from cold. You can cover them when it is about to freeze, or when the foliage is no longer green.