The link below provides information on Diamond Frost Euphorbia. According to the information on the site, it is hardy to Z10 but can be grown in colder zones and treated as an annual.

I normally don't root cuttings to produce additional plants. I haven't found it to be a reliable method of filling my garden beds. I have enjoyed my purchased euphorbias, both the species polychroma and a purple cultivar 'Bonfire.'

Is there anything I did/didn't do that has caused them not to root yet?

Chances are you don't factor into the equation other than to be patient. If they're going to propagate they will.

Here is a link that might be useful: Euphorbia hyperciciolia 'Inneuphe'

Gardeners:

That seems to be the one thing I'm running low on.....patience ; ) Seriously, I need to try to add that virtue to my strengths! I'm definitely still trying to root them but it might take a while to figure it out on my own. You know what they say work smarter not harder. That's why I thought I'd cheat and just ask around to all those folks who have already put in the hard work.

Learn to take pride & enjoy satisfaction with your garden successes, big and small. I began designing my garden beds in 2006. They were "finished" and looking like the pictures in my head by 2011, mostly thanks to winter sowing. Now I look them and wonder what I'm supposed to do from here on?

Gardening teaches patience since plants have their own agendas and timetables but the rewards of learning are well worth the effort.