In your zone, winter protection is de riguer in order to ensure survival of old wood flower buds. Other things that you can do are to stop fertilizing by July-ish and to stop pruning by the end of June or mid July. A stable supply of moisture for the flower buds (they develop in July-August) until the ground freezes is also good. By the way, you are not the only one with this issue this year!

Thank you! I had never heard of winter protection for hydrangea until today. I did some research and will probably use stakes, burlap and leaves to protect my plants.

There are many methods out there. I do not use any because winters tend to be mild but when they are not, I pay the price. Last year, the temps kept going up and down like a roller coaster and, from prior experience, I knew that was bad.

You can also put chicken wire around the plant and fill in the interior with all the leaves you can find or use mulch, etc The chicken wire should be taller than the plant is and wider too. The more separation there isbetween the end of the stems and the chicken wire or the top, the more insulated the plant will be. You can find excellent posts if you do a search in this forum for "winter protection"