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You can move to an area such as a garage or wrap the plants for winter.

You can use styrofoam and burlap to wrap the pots and plants.
Move to a sheltered area if you can.

https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/hydrangea-winter-care-how-to-protect-hydrangeas-from-winter-cold-and-wind.htm

Late spring is a great time to prune up your vine.

Here is a link with more information.

https://www.gardeningknowhow.com/ornamental/vines/climbing-hydrangea/growing-climbing-hydrangeas.htm

It may have suffered some stress from the bright sunlight location. Is this plant in a pot? Or did you relocate the plant?
Either way make sure your watering adequately. When the temperatures reach 80 degrees and warmer you may need to water twice a day.

Here is a link with proper care requirements for the Climbing Hydrangea.

https://www.gardeningknowhow.com/ornamental/vines/climbing-hydrangea/growing-climbing-hydrangeas.htm

No, there is not male and female plants with Hydrangea.

This is likely a lack of phosphorous in the soil.
This link will help you.

https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/hydrangea-not-blooming.htm

Pruning of your Climbing Hydrangea should be done in late summer, just after the plant has finished flowering.
If your plant needed a heavy prune, this is done late winter to early spring-generally before any active growth. Avoid pruning for the next year after a hard prune.

Bleeding from a prune should heal on it's own.

Use Neem Oil, Neem Oil is organic and safe for people, pets and Bees!

It will kill most common garden pests!
Treat once a week until you see the issue resolved..or according to the package directions.

Apply to the entire plant and make sure you get the underside of the leaves.
https://www.gardeningknowhow.com/plant-problems/pests/pesticides/neem-oil-uses.htm