Answer: According to your zip code, you are gardening in USDA winter hardiness zone 5B or the warmer part of zone 5. Depending on your microclimate it might be a bit colder or warmer than the nominal zone.
These hydrangeas need to be planted in a sheltered location with protection from winter winds. Some varieties will routinely need extra winter protection in zones 5 and 6 to protect their branches because, although root hardy into zone 5, the branches may not be fully winter hardy in that cold a climate.
Sometimes hydrangeas will be winter killed back to the ground, but then manage to regrow during the summer. Newer plants are less established and are more susceptible to winter damage, so this may be what happened to yours. Or, spring frosts can damage the buds as they begin to swell. When this happens, the plants have to regrow from the base of the plant.
Hydrangeas usually look very unpromising until they begin to grow for the season. I would be very patient waiting to see new growth, and be very cautious about pruning until you are certain the stems are not going to leaf out. (These hydrangeas -- with a few exceptions -- bloom on old wood that grew the year before, so excessive winter damage or spring pruning will remove the flower buds for the coming season.)
Hydrangeas planted on the north side of a building will be later to start into growth than those planted where they receive more direct sun. You might want to check with your local professionally trained nursery staff and/or county extension as to when hydrangeas would be leafing out in your local neighborhood based on the weather this year. You might also want to contact your retailer for help troubleshooting, especially if the plants are under warranty.
I hope your hydrangeas grow well for you this summer.
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