Hydrangea macrophylla varieties are generally are hardy to zone 6 although some are hardy only to zone 7. Either way they would be fine in Atlanta as the zip code there indicates it is in zone 7b. However, New Hampshire is zones 4 or 5 and as such is way too cold for them to stay outdoors. The only option is to keep them inside in a very bright area.
In case I did not understand and the plants will be in the Atlanta, GA area. Then mulching up around the bases well with hay is fine. Road salt can hurt hydranges but your only recourse is to wash the soil out well at the end of winter with a thorough drenching. Just don't keep it soggy wet for a long period of time.
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