I've read various websites, including Divingbrit's website about fuschias,
but they only mention overwintering established plants, these are cuttings
that I took about 5 weeks ago, most have established roots but about a dozen
of them don't as yet, and they don't appear to be doing too well.

I wouldn't bother about losing a few but all the ones that are struggling a
bit are from one variety that I'd rather have at least a couple of survivors
for next spring.

I've got an unheated greenhouse, which is where I've put all the adult
plants and the cuttings, but i can easily bring some / most / all in the
house if anyone advises it.
So what I'm asking is, will these cuttings survive in an unheated GH or
should I bring them indoors at least until they've rooted properly?

http://www.jwjonline.net/fuchsia_cuttings.php

This was the website that mentioned taking cuttings at this time of year but
it doesn't mention where to put them