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You should do nothing to your hydrangeas until the growing season is in full swing and your shrubs have shown considerable growth. They could still bloom and you don't want to interfere with that. During early summer you can better assess the extent of the damage to your shrubs and prune the dead branches back. Whether you have Hydrangea macrophylla, paniculata, querquefolia, or arborescens the advice would be the same.

The variety of Hydrangea that you are growing does dictate the type of pruning.
Given your location, I do assume that the types you are growing bloom on old wood.
Though your shrub will not bloom this year, this aggressive prune will not likely kill the plant, just delay it's blooms until next season.

Watch for new growth and when the plant is actively growing you can lightly fertilize the Hydrangea.

Best of luck.

https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/growing-hydrangeas-hydrangea-care-guide.htm

Pruning your Hydrangea can depend on the type of Hydrangea you have planted.
Deadheading the shrubs can be done following blooming and removal of dead or damaged branches also can occur at any time.

Here is an article that will help you.

https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/prune-hydrangea-bushes-hydrangea-pruning-instructions.htm

The tender tips of the plants and buds may be killed off. The leaves may turn purple and then black as the die off.
You can scratch your fingernail across the stems to see if they appear green underneath, if they are green, they are still alive.
Don't do any pruning right away. Allow the weather to warm and then you can access the dead parts of the plants and prune these away.
Water the plants well and you can give them a light application of a slow release fertilizer.
If you see no signs of new growth over the next few weeks, the roots could have frozen.

https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/growing-hydrangeas-hydrangea-care-guide.htm
https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/hydrangea-winter-care-how-to-protect-hydrangeas-from-winter-cold-and-wind.htm
https://www.gardeningknowhow.com/plant-problems/environmental/tips-for-saving-cold-damaged-plants.htm

Recommendations are for taking your cuttings in the fall for Hydrangea propagation.

I have however taken or even been given cuttings throughout the growing season with great success.

https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/hydrangea-propagation.htm

Try adding bone meal to the one that's not blooming