You could take a sample to a local nursery in a plastic, transparent, SEALED envelope for identification. Your Agriculture Extension Service or a university could also help. If you know how to post pictures, you could put a link to the picture(s) here to see if someone can identify the pest. Hydrangeas are bothered by few pests. Some of then include Rose Chafers, Cane Borers, Aphids, Mites, Earwigs and -in selected regions- Japanses Beetles.