The issue with broad-leaf evergreens in containers during winter is potential wind burn depending on how they are sited and winter burn in late winter when the roots are frozen and the leaves have drooped about as much as they can but may still get fried by the sun not normally there in summer due to decidous trees. If the shade is not all from trees and isn't very extensive in winter either, then you could give it a shot. You may want to try some burlap around them if they are in a windy spot and maybe even try some Wilt Pruf. You also want the shrubs to get a little water through winter when the soil isn't frozen and the air temps are above freezing (in the 40s or higher). You could try the hydrangeas too, although the possibility exists that macrophylla types like 'Nikko Blue', etc., could get some major above pot die-back (which can happen for those in the ground as well). Your location probably has a warmer microclimate thanks to the houses so that helps. The paniculatas like 'Grandifora', 'Limelight', etc., or the arborscens like 'Annabelle', would do just fine without any protection as these are very hardy and bloom on new growth. Regarding planting something with those - consider that those shrubs are surface rooters so you want to consider not planted up close to the trunks but plant on the outer edges of the container. What you plant will partly depend on the bloom colors if in bloom when the rhodies are blooming (the pieris are generally much earlier bloomers). The annual lobelia is a ground-cover type plant and could work. If the vinca you mention is the vine type, they naturally grow under shrubs like that. You could also stick some pachysandra in there as that will naturally grow near those shrubs. There are other shade-tolerants like torenia, bacopa, astilbes, heuchera, and even hardy geraniums.

Planting on a north or east side of a home with some shelter will help evergreens avoid "winter burn", so being on the east side of your home should be fine. I don't know how much cover you have, but roots in containers get colder than in the ground. Some evergreens are more fragile than others...my wife and I have wrapped containers during severe cold snaps with blankets! Water well before your first hard freeze, but then after that if you have a warm/dry spell give more water at least once a month until March....while the tree may be dormant, it can still be growing roots and needs some water, and contrary to "dormancy" thought, evergreen trees continue to use sunlight and carbon dioxide in the air to make food during the winter. Therefore, it needs to get some sun unless you have a shade tolerant species. Speaking of which, since it sounds like you want smaller more conical/pyramidal than globe trees, you may want to consider Picea glauca 'Jean's Dilly' or Picea glauca 'Rainbow's End'. But make sure you get these dwarf or miniatures...their brothers get significantly bigger! My wife and I have about 25 container trees that we keep moving and caring for while we decide where to plant our roots for the next stage of our lives. :)

Saw the most common Japanese red-barked maple, Sango Kaku, in containers on the patio at Winterthur Estate and Ilex verticellata in containers at Longwood Gardens. Quite impressive. Longwood had a yellow barked Cornus in a container. I use the Japanese Maple called Fjelheim in the same fashion, moving the pot about during different Winters. Did buy some bluestar junipers to place in pots to get through the Winter, but neglected them, and they are not pretty, but the ones I have in the ground are wonderful Winter accents. Did set up a Christmas tub outside church with moss and a central dwarf Ilex verticellata 'Red Sprite'. It looked good until replaced in Spring.

Very nice! Look in to getting an ND filter. It will let you use those wider apertures and slower shutter speeds on those bright, white sunny days.