Hardiness in Montreal, Zone 4

I am about to send an order in to Richters but want first to know about hardiness of several plants. I live in Montreal, in zone 4. Are there any scented geraniums that can survive a zone 4 winter? What about Nepitella?

Unfortunately, none of the scented geraniums are hardy. You have to treat them as annuals (like zonal geraniums) or bring them indoors in fall.
Nepitella may be hardy in your area, but that is not certain. We would guess that you have a 50% chance of getting it to survive, with winter mulching.

And which of the numerous thymes are most hardy? I'd like to grow lavender thyme and orange balsam thyme.

Generally, the upright thymes are less hardy than the low, creeping types. Doone Valley lemon thyme is an exception; it is not particularly hardy. Orange balsam is upright – you might be better with Orange Spice(TM) thyme which is a creeper.