Hello, Susan. Where in Illinois are you located? It looks as if this plant is starting to wake up. Did you have any plants that got zapped by low temperatures or a late frost. Do you winter protect it or frost protect it?
While frost does not kill the roots (they are insulated by the soil and the mulch), the leaves need protection from late frosts at this time of the year. If not protected, they will leaf out replacements 2-4 weeks from the date when they got zapped. Are these the first set of leaves that the plant first leafed out in Spring?
I do not see signs of new stems growing from the base. That is unusual but it may also be too early in some parts of the northern states.
Old wood that has not leafed by the end of May (and the early part of June in the very northern parts of the US) will probably not leaf out. When the time arrives (or even now if you want), you can check if the old wood is still ok by doing a scratch test. Very carefully, with your finger nails, scratch the stems to see if you "see green". If you do not, that part of the stem is dead (it may be green below unless you are already at the bottom). You can also cut the stem from the top downwards, in 1" increments, and stop either when you "see green" or when you get to the bottom.
The form of the leaves looks a little weird but the picture is not clear when I try to enlarge it. Can you please post a closer look at the leaves? Do you know what type of hydrangea this is and its variety name?
Until it recovers, I would not fertilize it. Let it stay as evenly moist as you can and fertilize after your average date of last frost + two weeks and after it has recovered and appears to be more awake.
You mentioned that you have other hydrangeas. What kind and how are they doing (or post pictures to compare against this one)?
Thanks in advance, Luis