An atomistic approach is used to investigate finite-temperature properties of ferroelectric nanodots that are embedded in a polarizable medium. Different phases are predicted, depending on the ferroelectric strengths of the material constituting the dot and of the system forming the medium. In particular, novel states, exhibiting a coexistence between two kinds of order parameters or possessing a peculiar order between dipole vortices of adjacent dots, are discovered. We also discuss the origins of these phases, e.g., depolarizing fields and medium-driven interactions between dots.