I have never grown anything in zone 4, but since nobody else is answering ... I would mulch it well with an insulating layer like leaves or pine straw. And I would not be shocked if it died back for the winter.

With only one plant it will be difficult to draw a conclusion. I think Z4 is about the limit(especially just planted in September!) although I'm quite sure an established plant would pull through. As a young plant I would mulch with some straw or pine needles etc once the plant is dormant, I think I would take the leaves off as well, they're going to get damaged with the cold in any case. Do you get constant snow cover or do you just freeze. With frozen ground and good snow cover I would think you would be OK, otherwise consider inverting a pot/bucket of insulation(straw etc) over the plant for the worst of the winter.

Please let us know how you get on.

Cheers Greenmanplants

Mine do fine in 5a. they are under trees. Maybe that helps. Aren;t they so pretty once they start to bud! Months to go for that but....worth the wait.

I am in MN too, and I know that they say Helleborus are early bloomers, mine die back to the ground each year and they have to start over, So I don't get blooms until late spring early summer on my plants.So this spring when you are watching for them just know that theyare slow to come out.