Well at least to me they're exotics, but to some of you they maybe locals.

I am interested in just how frost tolerant Echinacea (E. purpurea) is, along with the Prairie Coneflower (Mexican Hat) Ratibida columnifera, if anyone has grown them and noted down what temperatures they will survive down to.

Sites that talk about them just say frost tolerant, which is semi useful.

Echinacea purpurea is perennial in my garden @Whwoz . I had a big patch years ago, just transplanted some small ones rather late last season and they have survived the rough treatment and a winter with little snow and plenty of hard freezes without cover.
I also bought a garden coneflower bred for exotic color last season, which didn't get planted at all and overwintered in a pot. It died back but there are shoots coming up now.

It is possible that cold tolerance is partly epigenetic, as it is with tomatoes, but hopefully those genes would've been activated by your normal cooling weather at this time of year.

The regular pink Enchinacea purpurea is quite hardy and cold tolerant as is the shorter Pow Wow. I have found that the new colored hybrids are not near as strong and usually do not survive the winters here.

Mexican hat is a short-lived perennial. I always collect seed to scatter again the next year because you don't know how many or few will survive. I enjoy this plant.