I mulch with hay, it's what I've got. I was planting elderberries, and mulching with hay, when that last polar vortex rolled through. When I heard the frost warning I just covered over the ones I had already planted with a thick layer of hay to protect them.
It didn't, they got burned. There was a wild bush right by them that wasn't damaged at all. I thought it was because they'd been inside and hadn't been hardened off properly. But, I was talking to an Amish neighbor and she said that a lot of the Amish are doing a "no till" garden where they put down a thick hay mulch and just keep adding to it every year without plowing or tilling. The mulch prevents weeds and as it decomposes at the bottom that's all the fertilizer they need. They just burrow a hole in it to set the plants in.
But, they've found that a late frost will damage that kind of garden more than a neighbor's garden that's just planted out on bare ground. The hay seems to concentrate the cold.
Okay? I put my old unknown fig in the ground last fall, and mulched it with hay. I may have killed it. It isn't doing anything while the potted backups that were in a blow-away greenhouse on the porch are putting out shoots from the base. Both were up against a wall outside a room with underfloor heat and I thought leakage from that would protect the roots. I also had the in ground one well wrapped to protect it from the wind so it should have done as well as the potted ones but the hay may have made the difference.
Thought I pass that along. I'll be going to leaf mulch for winter protection from now on.