Hi Keen Fingers,
Lots of questions! Peonies are very tough and will survive most of our mistakes. Wait till the leaves die back naturally, or cut them off earlier if you wish. If you wait, you'll find the whole of the leaves and stems will go brown and lifeless and fall naturally.
Cut the lupin flower stems down to the ground, clear away the old leaves once they die back.
Weigelas typically have their main flush of flowers in May/June, after which you do any pruning. I like to remove one third to one fourth of the oldest stems each year to keep the plant young and vigorous. There are usually a few flowers from time to time over the summer whether you prune or not. Sounds like you're doing the right thing.
Montbretia will self-seed if they like their location, so you may want to cut off the flower spikes before the seeds drop, especially as the bulbs increase like mad anyway. Seedlings generally take a couple of years to flower. I'd suggest leaving the foliage in place over the winter as it provides a bit of frost protection to the bulbs which aren't reliably hardy.
Hebe Andersonii: remove unvariegated parts as soon as possible, cutting out green stems completely. It's amazing how fast an unvariegated bit can take over the whole plant: it grows much faster than the rest. If you find the faded flowerheads unsightly you can lightly prune them off. This hebe is tender, so you could have frost damage on it by the end of winter. Mid spring is probably the best time to do any remedial pruning, as soon as danger of hard frost has past.
The bees will love your sedums. If they're getting too big, once they've flowered, dig 'em up and break off and replant some healthy pieces and discard the rest. These are a classic candidate for the 'Chelsea Chop' - about the time of the Chelsea Flower Show, cut down the emerging flower spikes by half, and you'll get flowers slightly later, but more importantly on shorter flower stems, so less likely to fall apart.
And you're right, leave your magnolia stellata alone, don't prune it if you don't have to.