We've got Rosemary that we brought from the south of France many moons ago. It will acclimatise. When ours gets old and woody, we just take cuttings and start new plants. I say plant it in the garden if you have space. If you leave plants in pots, you might try covering them with bubble wrap should you have a frost warning.
If you really have got clay soil you can dig in some sand and compost to loosen it up for plants that need drainage.
Why use a sledge hammer to crack a nut when a steam roller is even more effective, and, is fun to drive.