How to save these young hydrangeas?

I planted these baby hydrangeas back in August with the hope that they will have time to settle outdoors before the winter starts.

However the last storm has decimated the leaves and caused terrible windburns and the plants seem to be dying now! Lots of dead

Is there any way I can protect the leaves, maybe covering with mesh / felt (but then how will they get sunlight?) The roots are deeply mulched so should be ok, but maybe some mesh covering won’t hurt it?

I don’t have a greenhouse, is there anything else I can do?