I have two trees of the variety "Manchurian Apricot" they have survived for me here with no problem. Maybe you should try this variety its very hardy to zones 3-9.
I can't at the moment find a stockist for them in the UK!
I will go on searching as my other apricot "Tomcot" never seems to set fruit, well not so far. Maybe it is too young or maybe it needs another apricot tree nearby -- I was told it was self-fertile!
Most self-fertile fruit or nut trees set a lot more fruit when they can cross-pollinate. I'm not familiar with apricots but I'd expect that to also hold true with them. Plus it gives you an excuse to get another tree.