I'm in northeast MS and I bet it DOES get cold in NW Ark, as far as I'm concerned. I'm originally from deep southeast Louisiana, and it's already getting cold "up" here!
Well I will give you some suggestions. First, find out if the plants you have are annual or perennial in your zone. If they are annual then they will die permanently when it freezes. What you can do is collect the seeds around this time, label and save (use envelopes, ziploc bags, or old pill bottles, and label. Keep in cool, dry place). You can replant those seeds come spring. Or better yet, visit the "winter sowing forum" here on gardenweb, and you can sow those seeds during winter and the plants will be ready in spring. Some of those annuals, however, will reseed, meaning some of the seeds have already fallen, or go ahead and let them fall, and if you have bare soil there, many will come up again in spring. You could also dig and pot up those annuals, if you have a garage or place you can overwinter them indoors. You can also take cuttings, like I do of coleus, now, and keep the cuttings in my garage over winter, replant after last frost.
If the plant is a perennial, that means it will come back year after year. It may die back and look like it's gone, but it will come back. You would want to label those so you know where they are come spring.
I'm not experienced with all the plants you've listed but I know that for me columbine comes back (but I also save the seeds, which are very easy to collect), four o'clocks reseed, and also seed is very easy to collect, morning glories definitely reseed, and are well-known for that, I think sedum is perennial, also very easy to take cuttings, let's see parsley, basil, zinnias are annuals; zinnias reseed but also can collect seed easily. My chives come back but also very easy to get seed, lavendar should be perennial but there are several kinds. My thyme is very hardy even evergreen. Coral bells are perennial here.
I hope this was somewhat helpful to you.
Laurie

Here's what I know:

Columbine - Perennial, so leave it alone. You can collect seed from it if you want to, or just let the seeds fall.

Blazing Stars - Perennial, so leave it alone.

Morning Glories - Annual. You can take them out now. You can harvest seed from them before removing them, although for some people (like me) they don't set seed and you have to buy new seed in the spring for planting.

Stonecrop - Perennial, so leave it alone.

Thyme - Perennial, so leave it alone.

Chives - Perennial, so leave it alone.

Lavender - Perennial, so leave it alone.

Zinnia - Annual. You can remove them now. You can harvest the seed from them now, or buy new seed/plants in the spring.

Dusty Miller - Annual. You can remove them now.

Coral Bells - Perennial, so leave it alone.

Any plants that are perennial can have their dead foliage cleaned up in the spring when new growth begins to emerge. You can also protect perennials over winter by applying a mulch to them now. I use leaves.
Hope this helps.

Don't forget you can harvest the parsley now and probably all winter in Arkansas. It is a biennial so if it didn't bloom this year, it will come back and bloom next year and then be finished. I just clipped the tops, washed and dried them; then chopped finely, spread out on cookie sheet and flash froze them. Now into a freezer bag to use this winter.

Everything else I would leave be, the tops will help protect them over winter.

The annuals you could pull or leave and let seeds drop for next year, or collect seeds from very dried blossoms, label and store, then pull. I am pulling my zinnias soon because they look so gawd-awful.

Shropshire covered everything well.