If you are within 50-60km of the lake, you are probably in zone 4.
I know that St. Lawrence Nursery in zone 3 NY raises Shagbarks from seed (from
local trees) at their facility.
So that climate is not out of their range.
They might need some extra care for the first winter (or 2), but
don't pamper them too much.
They need to get used to your weather, or they will need pampering forever.
Good luck.