Hello, izzy58. The mopheads probably need some winter protection techniques to ensure that winter temperatures and drying winds do not kill the flower buds. There are two techniques that people use. Put a chicken wire mesh around the shrubs and cover with dried out leaves in the Fall or press the shrubs down with a cardboard slowly until the stems have bent down horizontal to the ground (then you pile on leaves on top). The stems will not be harmed by bending and will straighten out in Spring when you remove the cardboard; use rocks to help hold the cardboard in place.

In either case, the leaves are used to provide protection so you need to pile lots of leaves and allow some distance between the end of the stems (where the buds reside) and the chicken wire mesh or the end of the pile of leaves. You can try with about 6 inches to see how that works. If you do not winter-protect then the mopheads will have a difficult time blooming.

Endless Summer Hydrangea (part of the ES Series) claims to be hardy to Zone 4. It it is a rebloomer. ES blooms developed in September are killed by winter but new blooms are developed when the growth season starts. So it appears as if no buds were killed.

Lack of sun can also affect flower production so make sure that your plants get some. They all can take full sun, specially the paniculatas, in Minn. And that Peegee should be able to bloom even in Zone 3 with no problems. Make sure that all shrubs are well mulched with 3-4" of acidic mulch and stop all forms of fertilzing around August-September to force the plant into dormancy by Fall. One application of manure or cottonseed meal in June should make all the shrubs happy in your garden; coffee grounds are optional but stop those too by August-September. If you need to prune paniculatas, do so any time you want except when the are forming blooms (so you can enjoy the flowers).

Here is a link that might be useful: Overwintering Hydrangea Macrophylla Winter Protection Thread