Are they mulched?

Otherwise it's a matter of what specific temperatures the two particular kinds can take, something that cannot be told about the azaleas from knowing only that they are red.

If they say good to zone 4 they will be fine if planted correctly and early enough to establish some roots. We are also in the teens and going into the single digits and my rhodies and azaleas manage to survive every winter. You might be hurting the plants by covering them up. If your worried about wind damage I would put a sheet fence around the bush, not cover them up.

In general, rhododendrons will do better if well hydrated before deep cold sets in, so the watering was well worth doing, assuming there was decent drainage. Once it becomes seriously cold - well below freezing - round the clock, the moisture in the soil is inaccessible to the leaves. Our understanding of how freezing works is often upside down. We speak of frost "penetrating the ground", but what really happens is that heat leaves the ground. Mulch slows this down but cannot stop it. Once the top 6 to 9 inches of soil - the area where most of the rhododendron roots are - freezes solid, no water is available and we have to rely on protecting the leaves with barriers.

BTW, we are experiencing the deepest, longest period of cold in approximately 50 years in New England, upper Midwest, New York State and elsewhere. At the moment it is -9 and predicted lows are even more severe in the next 7 days. Good snow cover, but this will only help the low growing rhododendrons which are completely covered. I expect heavy losses.

If it's any comfort, my roseum hybrid rhodie has survived -23F with some freezer burn type of leaf damage, but bloomed like a champ in the spring. It regularly gets close to -20F here at least a few times each winter. Right now the leaves are curled into tight little cigars.

Kinda late here, I've not looked at this forum in a while LOL.

The H1's, AKA 'ironclads', which include all the roseums, should be no trouble for you as far as actual hardiness goes, as long as you give them some protection from winter sun and wind. My collection ( including 'Roseum Two') is beneath tall deciduous trees in alluvial soil, and they have endured -20 F with no problems. My concern with you would be heavy clay and high pH, similar to many places here in TN.