I'd suggest ripping it all out and starting over. Sorry to be so blunt but whoever suggested to you that dwarf Burford holly would work in your zone was sadly misinformed. This is a zone 7 plant.

Unfortunately, there are very few broadleaved evergreens hardy enough for z5 - boxwood comes to mind. Dwarf conifers could also work, possibly something like a globe arborvitae, perhaps 'Little Giant' or 'Hetz Midget'.

Thank you gardengal48, It is taking a lot from me not to go out there and be done with them (tomorrow its trash day ) Sadly, I think that you were correct, I do not understand how the local stores would sell an evergreen for the wrong zone.. just venting.

Did you purchase them from a reputable nursery or garden center? If so, I would take them in and demand my money back. Unfortunately, the mass merchandisers (HD, Lowe's, Walmart, even Costco) will sell whatever their suppliers offer, whether it is appropriate for that climate or not. A real plant nursery should know better. And also back their product!

If you're looking for a broadleaf evergreen to act as a 6' or taller screen, zone 5 Indiana is going to be fairly difficult. 5' or less though, Korean boxwood varieties, Firethorn, the blue hollies will work.

Even in my zone 7a area, dwarf Burford hollies still burn a little. If you want to save the one that survived, you can bring that indoors. I put some of mine indoors & they are looking great, not sensitive to low humidity at all. I lost some of these not bec of the cold but bec theyre so brittle. They cant hold a pile of snow on their branches, they just break so easy.