In general, the rule is that a plant in an unprotected pot needs to be hardy to 2 zones colder than the zone it is actually in, so plants hardy to zone 4 should be OK. Depending on what hydrangeas you have, they might or might not be hardy.

When I have plants I am not able to plant, I group them all in one place that is sheltered from winter sun (to reduce freeeze-thaw cycles) and then bury the pots in mulch, either bark mulch or wood chips. For me winter drainage is an issue, and this allows the pots to drain better than those either in the ground or in exposed pots, since a half-frozen pot won't drain during freeze-thaw cycles. As long as the plants have good roots, I do not think that being young would be an issue, though I am no expert in overwintering. You will need to check periodically for dryness in the soil. Also, I move heavy pots with a wheeled dolly that I can slide under the pot and tip them up.

Also, there is no guarantee that the pots will survive. I have had plastic pots split that were left out over winter, and so I imagine that most materials have the possibility to split if really wet soil ends up freezing.