If they are lacecaps I'm not sure that they'll be totally hardy in zone 5. But it sounds like you've had them flower previously so maybe this site will help identify them:
http://www.hydrangeashydrangea...
I would not be able to grow lacecaps here in Zone 4, can't even grow the mophead Endless Summer here, so maybe if they are lacecaps someone else can comment. If it's a lacecap or most mopheads except Endless Summer types (are the flowers coloured?) they flower only on old wood so pruning should be just removal of old dead wood, and if you must shorten the branches do so right after they flower otherwise you'll be cutting off the next year's blooms.
If the winter killed the branches back then they probably won't flower unless they're another kind of hydrangea that can flower on new wood. I would just leave them be for this year and see what they do. Have the winters been colder than usual the past 3 or 4 years?
Have they been fertilized at all, and do you know your soil pH (or if the flowers were coloured back when it bloomed, were they blue or pink or somewhere in between?).
