It's very hardy, provided you do things right.

Years ago, I used to buy 1-2 lavender plants every spring, and plop them into the best spot in my garden: a southern slope in front of a wall, with lots and lots of horse shit underneath.

They died, every year, sometimes even before winter hit.

Then one year I got an extra lavender after I'd planted my usual ones. As I had no other spot to put that into, I put it on a shady north slope, in a spot where there used to be a sandbox, decades earlier.

This one survived many winters and flowered profusely.

I didn't water it, gave it no fertilizer whatsoever, just left it alone - all I did was pick its flowers, in high summer. Very pretty, nice scent: a large lavender in full flower is simply lovely.

So lavender needs sand, in our climate. In top-quality soil the plants get too leggy and can't handle any adversity - like a night of mild frost, or too much rain.

If all you have is top-quality soil: add a few wheelbarrows of sand and plant your lavender at the top of your new sand heap.

Also, lavender can't take wet feet. At all.
If all you have is clay: add a few wheelbarrows of sand to that, too, and put the lavender into the top spot.

It'll thank you for it.