I should add the zone is 6 (used to be 5) in Illinois.

Blue Mist, ie Caryopteris X clandonensis is a naturally low growing, not very hardy, sub shrub, which can behave more like a perennial in harsh winter climates. It should be pruned after the winter, if at all, because it is quite possible that much of it will have died to the ground by spring.

The other issue is that pruning at the time of transplanting - or soon after - can actually increase transplant shock and delay reestablishment. The shrub needs ALL that foliage to feed root growth, which tends to be very active late summer through fall.