Some books advise to do cuttings of this well-known shrub while the winter is beginning to end. Even deadheading is not recommended as cutted stems are fregile and could be damaged with frost.
If you take such advises be aware they are usually written for the whole United Kingdom.
I and my customers live in London and climate in this city differ from the rest of the country… Yes, London is among warmest parts of the UK! While 50 miles north from London there is some snow covering the ground, soil in the city is just wet and cold but not frozen. How does it affect vegetation? Most of plants, grass, weeds, etc. are still growing. Kind of winter we have here does not allow all the greenery to sleep. Everything is growing, of course much slower, but growing. Even shrubs do not have leaves but there are new buds growing and when spring is coming leaves are not growing – they are blowing off!
In case of hydrangea you need to consider if you prefer to keep your shrub in the same size or let it grow bigger. If it is still too small you can cut dead flowers even in March but if it needs some more pruning better do it from November. In the end of winter there will be plenty of new leaves and swollen buds. It means cutting early spring make the plant weaker.
Some gentle kinds of Hydrangea can resist frost up to -5 C (!), while more tought will survive -15 C and less.If you still not convinced look at average minimum January temperature map published by Met Office – minimum winter temperatures in London are above 0 degrees, it means there is no risk of damaging cutted stems. On the picture you can see my own hydreangea cutted heavily in December – the picture was taken in the middle of February. The plant can just not wait the Spring…
However, it may happen that your plant will look like below, even in March (2018):