Ilex x meserveae is likely going to offer the best cold hardiness for you. There are a good number of both male and female cultivars on the market so combining a few of each will ensure some berrying as well. 'Blue Prince' and 'Blue Princess' are reported as hardy to -15 to -20F. Most cultivars will grow larger than your intended size so pruning.....always a bit of a challenge with a prickly holly.......will be in order on a routine basis to keep the plants in check.

I'd also consider one of the Korean boxwood hybrids - Buxus 'Green Mountain' or 'Green Velvet' come to mind. Both of these have much greater cold tolerance than regular English boxwood and hold their color well in winter. Boxwood is kind of a classic low hedge plant, can be sheared into a very formal shape or allowed to grow in a more natural habit. But all cultivars are pretty slow growing

My inlaws have a holly hedge (Blue Prince & Princess) which is 7 feet or so high & wide. I can't imagine trying to keep those prickly plants at 3' high & wide. A 20' hedge would take quite a bit of work to maintain at that size.