Can you post a few pictures? Include one of this string you see. Spider mites can cause leaves to curl and grow odd-looking but will not usually kill a hydrangea. Not sure if it dried out though so I would maintain the soil evenly moist thru the end of the month or a little longer just to see if it one of those 1 year olds that wakes up unusually late. That happens a lot with many hydrangeas (leafing out late) but being so so late, this bears watching and monitoring closely. Make sure you have 3-4" of mulch thru the drip line to help maintain the soil moist longer and not let it dry easily. Do not fertilize the shrub. A gallon of water per watering should suffice.