Answer: This hydrangea blooms on old wood that grew the year before. The most common reasons for lack of bloom are excessive winter cold damage and incorrect pruning. Since it blooms on old wood, any winter damage to the stems will reduce blooming, and if it is killed back to the ground it may not bloom at all.
Pruning in spring or early summer will also remove flowering wood. If it appears stems have died back during the winter you will eventually want to cut the dead material off, but be very patient before deciding they are truly dead. Sometimes these look very unpromising but do eventually leaf out.
In your area, it is best to plant these in a very sheltered microclimate with protection from winter wind. You might also want to try adding extra winter protection such as a wire mesh cyclinder with burlap wrap and filled with straw or oak leaves. This can be topped with plastic to keep it dry inside, but do not close it up completely as this would trap condensation. Also be sure to cover the plant in the spring if frost threatens after it has begun to leaf out as this too can damage flower buds.
Finally, hydrangeas will not bloom well if they are in too much shade or not growing vigorously. Very bright dappled light all day or direct morning sun should be adequate. Keep the soil evenly moist like a wrung out sponge (not sopping wet) and top dress each spring with a good quality compost. You may also want to use a general purpose granular or slow release fertilizer each spring; look for one with an analysis of 10-10-10 or similar, read and follow the label instructions. Finally, keep the plant mulched with an organic mulch as this will help feed the soil slowly over time as well as help keep the soil more evenly moist.
I hope this helps!
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