Helleborus (Lenten Rose), a perennial, is evergreen and flowers in February and March. There are quite a few azaleas that hold their leaves all winter including First Editions' Evermore series. You are right on the edge of hardiness for Fringe Flower; you might give Crimson Fire a try. Though not evergreen, the bright red branches of redtwig dogwoods give color to the winter landscape - Baton Rouge matues 3-4' x 3-4' and Cayenne matures 6-8' x 8-10'.
Thanks for writing!