I have a Pee Gee tree and a few Pink Diamond and Limelight shrubs. I have never protected them and haven't seen any dieback. Yours should be fine too. I'm no expert on hydrangea pruning. I have done very minimal pruning on mine and have blooms every year. There are very knowledgeable people on the hydrangea forum that could give much better pruning advice than I ever could..

Laura.

I'm guessing both of your hydrangeas are the 'Pee Gee' species. This species is to-the-tip hardy in MN and shouldn't require any protection. Still, it wouldn't hurt to apply a thick mulch layer to the base of new plants planted so late in the season. They have not grown into your soil.

As for pruning, You can do this to maintain the shape of the plants. This is essential for the hydrangea tree. PeeGees are vigorous plants and they will get large quickly. Unpruned, your tree will look like a big, monster shrub on a stilt. The good news is PeeGees can take hard pruning in the spring. They flower on new wood from the summer's growth. At a minimum, you'll want to cut off the old flowers in the spring. They are brown and tattered by then, and they don't fall off on their own.

I have a 'Tardiva' PeeGee that I am training into a small tree. I prune each branch back by a foot or so. I could cut it to the ground, but it would never get big, which is what I want. It's now about ten foot tall.