I'm not sure what to advise for this very odd season. On balance I think I would leave off pruning until spring, until you see new growth beginning to show at the base of the fuschia. Others may have better advice for you.

I wait for the leaves to die and then trim back about half of the stems and then wait for new growth to start next year and trim off any stems that haven't reshooted.

The theory behind this is that leaving half the stems on creates its own windbreak for the plant and provides a degree of protection over the hardest winter months .

You can get away with hard pruning now or in spring as the previous poster said

Recommended advice is don't prune in autumn or winter - wait till spring, as growth begins. That's certainly what I stick to...

Me too

The reason why I half prune in autumn is to avoid excessive wind damage. I've had no losses.

I never touch mine until the new growth starts. It is very windy here but I haven't seen any damage to the fuchsias.
I mulch with dead leaves and the stems left on help to keep them in place - surprisingly they don't all blow away even in a gale.