Cold Hardy Hollies
Have your hollies regrown the leaves? Last winter was unusual but many plants that did not do well have since recovered and have new leaves. Blue hollies should be hardy in this area. Blue Angel is not more hardy than the other blue hollies that you mentioned.
If the hollies have recovered, it would be useful to apply wilt pruf, an anti-desiccant next winter. To protect from a very cold winter, it should be applied in November/December and again in February.