Hello and welcome Hewy. I'm sorry I don't have good news. You can hope, and I always give apparently dead perennials til at least June before I decide they're definitely dead, but I've found that Lavender stoechas is not very hardy and have lost them several times.
The usual recommendation is to grow it in a container and bring it into cover for winter.

Agree with Beattie - this plant is nowhere near as hardy as ordinary Lavender, despite what the sellers tell you.

Even given protection i our greenhouses at nursery, they have all died. Best to stick with either 'Hidcote', 'Munstead' or 'Vera'. Noly ones we have found to cope with winter