I hear you. My cousin in Illinois does not consider her average date of last frost to have arrived until the end of this month so plants can get damaged now and then later still, even at this late time (to me) of the season.
Macros need winter protection unless you have the remontant varieties. So a Nikko Blue would probably not produce bloomage as it only blooms from old wood/stems that usually get zapped in Z6 winters or late frosts. On the other hand, Let's Dance Moonlight, a remontant macrophylla, would still get stems zapped by winter (if not winter protected), would rarely produce blooms in early Spring and would usually produce bloomage in late Summer from the new stems that will grow this year from scratch.
There are also remontant serratas, which are mountain hydrangeas that wake up much later than macrophyllas, as their typical weather stays cooler longer than normal. That made Mother Nature make them wake up later. Many macrophyllas tend to loose their flower buds when they break dormancy early and a late frost zaps the flower buds or the stems themselves when the sap begins flowing too early. The Tuff Stuff Series is an example of those remontant serratas.
Arborescens and paniculatas should bloom more reliably since almost all of them bloom on new wood. Unfortunately, many of them flop or produce blooms similar to each other so browse to make sure you like the shades of pink, which they often use to differentiate themselves (although the bloom form can be more different... some are more lacy looking than others for example).
To protect from late frosts, I tend to maintain 2-4" of mulch, use frost cloth and water the macrophyllas deeply the night before late frosts hit my area. If they are small plants, I may also dump a lot of mulch on top of them to completely cover them (this protects the stems and the leaves).
I do not apply fertilizers in Spring except when newly planted. Then only if 3-5 years old and only after my average date of last frost + 2 more weeks.
If left unprotected, the leaves usually get zapped by late "regular" (not hard frost) frost but it does no harm to the plants because the roots are not harmed. New foliage appears anywhere from 2-4 weeks afterwards. If they announce a hard frost then I have to winter protect the ones which bloom only on old wood.