Hi Lotte,
Lovely choices. I have grown regular chilli plants that survive into a second year. There is Capsicum annuum (which sounds like a 1 year species) and there are other Capsicums. Just try to grow a nice strong one or two, you know when the stems go woody? Then bring inside for over the cooler months and prune them back lightly (not into the woody stems). They may be just fine.