First make sure you get a hydrangea that will survive through the winter since you are in Northern Ontario.....Annabelles are rated zone 3....and you cut these down close to the ground in fall.....so they will be OK....the other hydrangeas will have to be protected from cane die back.....
As for the shady area, I would try one to see if it will bloom, depending on the lack of sunlight......not enough light and they will not bloom well.....

Are you defining deep shade as absolutely no sun contact and very dark? No hydrangeas like that. Might want to look into ferns.

SCG