I suggest you wait and see where the new growth will occur and then trim back the dead at that time. In your zone, you may get some new growth on the old wood, or the plant may have died back and you'll only get new growth from the base. Once you see the new leaves appearing, it's safe to remove everything else. Keep in mind that the English lavenders (Munsted and Hidcote) are probably the only two species that will overwinter in your area. The French types are not hardy in zone 5.