Arborvitae is a great species for zones 4-5 - they're native in those climate zones. The cold hardiness chart in Bonsai Heresy lists Thuja occidentalis the species as having a root kill temperature of -5 F, and two Thuja occidentalis cultivars as having root kill temperatures of 5 deg F. So very cold hardy. Just to be safe, since my Primos are in small pots, I provide protection when temperatures go below 15 deg F.
Degroot's Spire and Primo are much different varieties. The Primo has extremely fine foliage whereas Degroot's Spire is much more like the species. So Primo would work well for mame and shohin, but I would never try to make an extremely small bonsai out of Degroot's Spire.