Azaleas are not particularly hardy here. Rhododendrons, not so much either. Here is an article that might contain a suggestion, though:
https://gardenmaking.com/rhododendrons-cold-climate/ The two plants above would generally need winter protection.
Sryringa (lilacs) are usually hardy. Pick the ones that are known to be hardier. There are many and there is a great choice of color. There is one white variety (the name escapes me) that is super fragrant in the evening. It is one of my favorites.
Green mountain (boxwood) would need a warmer spot in your yard. It generally would not be hardy planted just anywhere in this area. There are some varieties of boxwood that could work here, but be selective.
Emerald arborvitae can be iffy. Some cedars will do better than others here. It does depend on where you plant it, for sure. In full sun or in wind would be asking for trouble. It is still good idea when you have cedars to protect them with a burlap wrap in the winter to help avoid sunburn and burn from cold winds. If you have a heavy snowfall, it can weigh it down as well and bend or break branches or even the tree itself.
Even though hardiness zones are not always the most accurate, it is a good guide when starting to research plant varieties. Then you also need to consider what sun exposure it would get in a certain spot (and what the plant requires) and if you might have a microclimate that might raise the temperature in a certain area...which gives you more choice. ;)
Soil composition is important as well, as cedars, rhododendrons and azaleas all prefer acidic soil, although if needed, you can amend it with pest moss.
You really are best doing your own research, then visit a nursery. Nurseries usually carry plants that are hardy to the area, but sometimes they do carry other varieties that require protection or a microclimate that may or may not be present in your yard. Ask many questions.
Have fun exploring!