I doubt if you are harming them...I put glass jars, plastic pots, etc. over some of my plants that are already up and growing if we are expecting a late frost. Just remove the jars during the heat of the day or you may burn them up. With that said, it's probably not necessary to cover the columbine if they were planted last fall...they have already acclimated to cold weather and shouldn't be bothered by more frost. The one that isn't doing as well may have been a smaller plant, planted a little too deep, not getting enough water, etc. The list can go on and on...hopefully it will start to do better when warmer temps set in for good.

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yeah if they have been in the wild that long they should not have too much trouble.i usually cover just the weaklings or freshly planted ones.