If you have a covered area, greenhouse, porch, that is not heated, but frost free, you could place them there for the really cold periods. Other than that, put all pots up against the wall of your house. You could drape fleece over them, But I'd wrap the pots in bubble wrap, (not the plants) if you suffer from hard frosts.

I'd agree - I've been caught out by assuming that all hydrangeas were hardy. Well - they're not. In the Garden Centres, they have very pretty dual-colour flowered ones, which they say are for patio pots. They are not hardy, so if yours is one of those, wrap it up!