My first attempt at getting figs in Norway, after much head-scratching. This is up North, close to the sea/Gulf stream, so cool/short summers, cold winters (but perhaps not as cold as inland Canada/Russia), generally humid climate. 

I have the options of:
1. Leaving plants in ground (either in a constricted pot buried in the ground, or planted directly into the ground). Doing a raised bed would allow for better drainage, but perhaps less insulation from frost? I can apply insulation mats to the ground and wrap the plant in fleece.

2. Moving potted plants into a unheated garage (no wind, no rain, lots of air, dry, but will be nominally as cold as outside). I fear that no matter how much wrapping, once temps hit -20 degrees C, the pot will (eventually) freeze solid and kill the plant?

3. Moving plants into an insulated cold bench (no wind, no rain, little air, probably some moist, receiving some heat from the ground/sun). Will I be bothered by rot, mold etc?

4. Moving potted plants into a cellar storage room. Not directly heated, but stays around 15 degrees C year around due to heat leakage from the rest of the house. This is the room where I plant my seedlings, so expect some CCFL lighting in spring.

5. Burying the plants in a ditch, covering with dead leaves and soil. Sceptical about the moist.

There are solutions for electric heating mats, but I would rather not go that route. These options tends to be self-regulating for some target temp, but when it gets really cold (when you need them the most), I believe that they tend to switch off due to ice build-up?

regards
k

I am in Zone 5a and use your option 2 (" Moving potted plants into a unheated garage .........") but with modification.  I have insulated the attached garage and use oil-filled heater to keep the garage at about 7 deg C. It works OK for me. The only problem I feel is the the low humidity. I do get 2% to 5% kill rate that I can live with. Insulation of garage keep the heating cost acceptable.

We are in zone 6 -7C average Jan temp a little colder than you.  Our summers are nice and hot 25-35C with lots of sun. 
 I use option 1 and 2. 
Option 1 with no season extension has worked fine with mongibello figs and dalmatie and produces most of my figs.   The late ripening figs I provide a hoophouse in spring and fall to extend the season.
Option 2 requires adequate room since figs are in containers that get larger each year.  Also need some heating, watering and humidity control to keep roots from freezing or drying out.
Option 1 may not work for you given your cool summers there may not be enough time to ripen your figs unless you provide some season extender like a hoophouse for early spring and late fall.  Or limit your figs to very early ripeners and san pedro figs that will give you an early 1st crop.
There are pros and cons to every method you need to experiment and see what works best for your situation.

I don't think an unheated garage would always work, eventually the temperature will reach the outside temps especially in an extended cold period. I think the safest would be the cellar storage, this is what I found to work.
My winter temperatures regularly reach -25°C.   In late September, early October after first frost I bring the trees into the cellar. The cellar temperatures in late September are about 16°C and in March at the end of winter it's about 8°C.
Your biggest problem may be the lack of summer heat unless you have some sort of green house. I would suggest to select very early varieties, including those that are known to reliably produce a good breba crop.
You might find the following article some help.
http://www.fruitiers-rares.info/articles57a62/article59-Fig-growing-in-Sweden-Ficus-carica.html