I know I'm a bit late to the party but I'm almost certain that's green perilla. I currently have a (smaller) seedling that is either from my neighbor's hydrangea or a green perilla/other weed; I too sought answers through research and that's how I came upon this post.

Macs failure to bloom due to cold damage is the result of three different factors: Early fall frosts...before the plant is fully dormant. Excessive and prolonged cold winter temps. Mid teens are not uncommon in my area from time to time but seldom last more than a night or two. And I have never provided any winter protection for my plants and they never fail to bloom. But were we to receive temps that hover around 20 and into the teens for more than a few days, I would. Hydrangea macrophylla responds very rapidly to warm spells in winter and early springs by breaking dormancy and starting to push new growth. But these early warm periods can be followed by more cold weather and/or late frosts and that's when the damage can occur. Out west, we have pretty mild winters and sometime no frost until December or January. And once March hits, temperatures creep gradually upwards with no late frosts or hard freezes. But the eastern half of the US does not have the same stability of temps (except for some beachside locations) so the early fall cold spell and the late winter/early spring thaws/warm spells followed by freezing weather are what cause the majority of the problems with flower bud damage.

Although they are green inside, they are unable to leaf out so feel free to prune them all the way down. Eventually, they will be dead if they fail to leaf out. In the northern states, you can wait until the end of May to decide when to prune. In Canada, you can add a week and prune in the first week of June. That lacecap big leaf hydrangea requires winter protection to bloom reliably in zone 6. If winters are not mild, the old wood -where the flower buds reside- will get killed during winter and the roots will replace the old wood with new stems originating from the base. A hydrangea arborescens and a hydrangea paniculata are more bloom reliable.

I garden in zone 5b, Central IL, USA... and I have found that any grafted rose, regardless the shape or type, does not do well with the late winter frigid weather we have. I can assure success by planting own-root roses, which include miniatures, climbers, and many other types and lots of varieties. It's very difficult to adequately protect the graft, especially with the standards. I have followed many pieces of advice along the way for saving them... to no avail. They simply can't tolerate our winters. I have wrapped them, dug them and buried them on their sides, blanketed them, moved them into buildings, etc... and they never last very long. And then I discovered own-root roses - roses that are grown on their own root stock without being grafted! This gives them a lot of advantages, especially when it comes to growing them in northern climates! Many types can be grown in pots and shaped like topiary, or urged to climb interesting trellises, some that are made to fit into pots of various sizes. If I grew any in pots, I would still need to protect the pot from the cold of winter, but there would be no graft to worry about. I could place the potted plants in one of my outbuildings, along with other potted trees and perennials that require some protection. The best place I have found to check out own-root roses and information about them is at Heirloomroses.com. The selection is wonderful, and there are types for every zone and use!