Although I haven’t ordered from them myself, at least not yet, I would definitely look at Nolin River Nursery. I’ve heard nothing but good things about them.
Grimo Nursery in Ontario might also be a good place to get ideas, even if you’re not going to order internationally.
Are you familiar with the Northern Nut Growers Association? You might want to get in touch with your state chapter.
Although they’re very small, I really like American hazelnuts. I’m in a very different location from you, but for me they’ve been super easy and reliable. And the nuts are just as good as any hazelnuts other than being very small. I’ve just grown seedlings, but I’m hoping some of the named varieties will have all the good traits of the seedlings and relatively larger nuts, too.
I don’t think European hazelnuts (Jefferson, etc.) will grow in zone 4/5.
I would definitely grow shagbark hickories in your location, but for production, whether just for yourself or for any larger scale (as opposed to breeding, experimenting, etc.), I would only be thinking grafted trees. But there are two options for grafted trees: (1) buy grafted trees, and (2) either grow seedlings from stratified nuts or buy seedlings and then graft them, probably after they’re about 6-8’ tall and growing really well. Grafting hickory/walnut family trees takes some practice and learning, but it’s definitely doable, even for someone who’s never done any grafting before, especially if you can practice on some easier species between now and when your nuts are ready to graft.
I also really like improved (larger, relatively easier cracking) black walnuts. Choose varieties that were selected in or have done well in northern locations.
I wouldn’t order from Starks or Gurneys. State forestry nurseries and similarly really cheap sources can be a good source of trees, though, especially for rootstock.