I'm a bit north of you, but have grown several of the plants you mentioned. I've found that hellebores don't do well for me here. They may be gorgeous in gardens with less severe winters, but they aren't evergreen here and so when they bloom (now, when the forsythia are fading) they have no foliage (unless you haven't removed last season's tattered dead foliage.) The descriptions make them sound great, but there's a reason they aren't sold in nurseries around here.
Astilbe and Kerria should be great choices, and should help light up those areas. You can also put in Impatients which comes in white and various shades of pink and lavendar as an annual for bloom. It is easily found in nurseries at this time of year.
Other good perennials for shade include Tiarella and Heuchera, both of which have late spring or early summer flowers and often patterned or colorful foliage. Hosta comes in a wide range of sizes and many patterns of green, white and gold and has puple or white summer flowers that sometimes are scented. Solomon's seal (Polygonatum) has a lovely arched form with small flowers and also can be found with variegated leaves. Ferns have lovely foliage and some, such as Japanese painted ferns, have pinks and frosted colors. I've found Brunnera to be pretty shade tolerant. It has small blue flowers in the spring and can be purchased with frosted or patterned leaves as well. Lamium is a perennial that is tolerant of sun or shade and wet or dry, and will spread, making a good ground cover with tiny leaves (often variegated) and purple or white flowers. Pachysandra is kind of boring, but if you have a large area that you want a plain green groundcover, it will do well, filling any space available to about 6 inches high. Vinca vine is similar in that it will grow in shade and spread to fill whatever space is available, but is darker green, lower growing, and has small lavendar flowers. European ginger has shiny heart-shaped leaves that will spread slowly to make a good ground cover. Lungwort, AKA Pulmonaria, has speckled or frosted leaves and lovely pink or blue flowers at this time of year. A nursery that would be not too far from you that has a good selection of shade-loving perennials is Uncanoonuc Mountain Perennials in Goffstown. They have a whole section of shade-loving plants and another of just hosta, as well as a lovely demonstration garden, sun-loving plants, and an area of shrubs.
In your area, most of the Hydrangea macrophylla which only bloom in the spring on last year's growth will lose their flowers to cold winter temperatures or spring frost, though there are now a few varieties on the market that will bloom on new wood (current year's growth), and Sadie Ray is one of these, so you should be OK with that. You can also grow Hydrangea paniculata (there are a bunch of varieties, such as PG, Pinky Winky, and Limelight) or Hydrangea arborescens, of which Annabelle is the most common. Most of these you can get at local nurseries and should bloom in all but the deepest shade, though they bloom better with some sun. There are also a couple of Hydrangea vines, including some varieties with pink or white flowers and a couple with variegated leaves, which get huge (30 feet!), but will grow up a large tree or wall without a trellis and like shade.
I'd strongly recommend that you get a Clethra variety, not just the straight species, for a garden. The straight species tends to be quite large and suckers (spreads slowly.) You can get varieties that have larger flowers than the species or pink shades, as well as ones with smaller size, variegated leaves, and longer bloom time. The more sun it gets, the better it will bloom, so I'd put it in one of your areas with at least some sun.
Some clematis vines like part shade, and they can be long bloomers. They are pretty easy once established, though that takes about 3 years.
If you're ever in the area of Concord, NH, (don't make a special trip, though) there's a nice little pocket garden between two old mill buildings on Commercial St. just off of I-93 and I-393. The space is only about 12 ft. wide and 40 or 50 feet long, and gets only a short time of sun in the middle of the day. It has climbing hydrangea, hosta, ferns, astilbe, a hydrangea shrub, some decorative rocks, and probably some other perennials, though I don't remember off the top of my head. It's such a nice little space in what could be a rather ugly area - they've really done a nice job. (I think it's planted by some of the residents of the apartments above the first floor business in the adjacent building.)
As far as evergreens for shade, some of the broadleaved evergreens like some of the hardier rhododendrons and hardier boxwood varieties will do well in brighter shade. However, neither are hardy enough to survive your winters in pots - basically a plant would need to be hardy to zone 3 to survive in a pot in zone 5. Hemlocks (Tsuga canadensis) and Russian arborvitae (Microbiota decussata) are needled evergreens that live in shade. Both are hardy to about -40 or so, and might survive in pots, but neither has the form you want. The Russian Arborvitae is a lowgrowing spreader, sort of like blue rug juniper, but with different looking foliage. There are some miniature forms of hemlocks, but they are usually large trees. To find out more about the miniature hemlocks, like size and growth rate and form, do some research on the website of the American Conifer Society http://www.conifersociety.org/cs/index.php?module=PostWrap&page=http://coniferdb.no-ip.org/index.html (using the first word in the scientific name given above - Tsuga - to search) or ask in the Trees and Shrubs forum here at DG.
For your indoor plants - under a small heavily shaded window won't be enough light for any indoor plant I know of. Either they need light from a window - bright shade or at least part sun - or else a grow light. In areas without adequate light, I'd advise you to look at high quality silk plants to get the look of plantings. Anything you would try to grow there would look terrible and then die. Where there is enough light or a grow light, African violets and coleus will both grow inside. Coleus can be moved to a shady area outside after frost danger is past also. It has colorful foliage. There is an Indoor Plants and Houseplants forum here at DG.
Think about putting in a soaker hose in your drier shade areas and water long, but less often.
