A hardiness zone is the average annual minimum winter temperature for an area. Most of Delta and Montrose counties falls in zone 5 or 6, shifting colder as you go up — a yard at Cedaredge or Crawford is not doing the same winter as a yard on the valley floor at Delta, whatever the map shows at that resolution.
Two things the zone number does not tell you, and both matter more than it does.
It is an average, not a floor. A plant rated exactly to your zone will come through most winters and then meet the one that runs colder than average. Marginal plants do not fail gradually — they succeed for six years and die in the seventh, which is long enough for everyone to have concluded they were a good choice.
And a hard late frost is not a hardiness question at all. A May freeze does not kill a zone-5 plant by being cold. It kills the new growth the plant has already spent its energy producing, after a warm spell convinced it that winter was over. A perfectly hardy plant can be badly set back by a frost twenty degrees warmer than its rated minimum.
The injury we see most here is not straightforward cold at all. On a clear February day, sun on the south or southwest side of a young trunk warms the bark and starts the tissue under it moving. Overnight it drops back below freezing and that tissue ruptures, leaving a long vertical split or sunken dead strip down the sunny side of the trunk. It is called sunscald or southwest injury, and it is a product of intense winter sun and hard overnight swings — which is to say, our climate specifically. Thin-barked young trees are the casualties, and wrapping the trunk through the first few winters prevents it.