Thanks for the tip. The one question I have with that though is that the leaves don't start to emerge until several weeks, maybe a month after we have our last frost. Usually here in NJ the last days at or below 32F occur towards the beginning of April. I don't think our hydrangea leaves start emerging until the beginning of May. I'll have to take note of that next year.

Here is site that gives you the frost free date by zip code. Simply enter your zip code.

https://www.almanac.com/gardening/frostdates/states

Hydrangea macrophylla (the type you have) show little growth early so there is no benefit to uncovering early, but major downside of killing the buds.

However, once the soil warms up adequately (after the frost free date) they grow vigorously.

That is ok (that the leaves do not emerge until several weeks after the last frost). Some winters they will emerge early and late on others. Using the average date plus "x" weeks minimizes the chances of the leaves getting zapped. Of course, when the avge date arrives, you can go online and look at forecasts for the next 10-14 days to see if it appears as if there will be any cold weather. If you do not see evidence of that then you could remove the protection early.

Thanks for the tips! So I guess my next question would be if the frost didn't damage the leaves - because they hadn't emerged yet, until late spring - could the leaf damage be caused by a fungus or scorch or something like that ..... what about a iron deficiency in the soil? ..... I have read all those as possibilities but none of the photos of damaged leaves in those instances look like my leaves.

No, the frost could have damaged them still. The damage can occur when the leaves are still in a leaf bud. Tiny things, almost invisible and hard to distinguish from a flower bud. After leaf out time, the damaged area would have looked normal (just an example), may have dried out, or may have been infected by something (fungus, etc). You can cut the petiole of the worst offenders if they bother you but it is not something that would kill the plant or something that can be undone.

Iron deficiency shows up as light green leaves or yellow leaves whose leaf veins remain dark green. Your pictures do not show that symptom.

Make sure that the leaves are not getting watered via overhead watering to prevent fungal issues. Also, make sure the plant only gets morning sun (afternoon/evening shade). I could not tell if there was mulch but it will help keep the soil evenly moist and will reduce the number of waterings.

scorch is a summer issue, not one when they start leafing out in the spring.

Fungal diseases became more common with the summer heat and humidity which create the right conditions for fungal growth. Very early in the season no so much.

Here are two photos from today .... this first one is the hydrangea in question which you can see has not grown very well during this season

Has it gotten enough water?

Could be some kind of root problem otherwise. Maybe pop it up and check out the condition of the root ball.