Rock...the nurseries here are limited at best and I would not want to depend on them for anything. Like the maples I recently ordered and received...had to go online and find the ones that I wanted and get them shipped. They were grown for bonsai and are pretty good size etc. They will not make it through a winter here most of the time so I will have to store in shed with minimal heat. Same thing is going to happen with the oak. If I am going to spend the time and money with something, it needs to be very cool and pretty (fall colors), and I don't care if it is zoned for here or not. Obviously it could not be a tropical, but if it is a zone 6 and I'm a 5 that's easy to take care of. I will probably never leave any bonsai out over the winter here because of sub 0 and wind factors and I don't want to be out trying to move them to cover when I see that coming. The shed stays at 30-40 F and I have a temp monitor in there. Peter
I'd say your inability to find oaks at nurseries might provide a hint as to their suitability as bonsai in your area. I have a similar situation with the oaks I have here in Va. as bonsai. Both my live oak and grey oak are native to Texas and N.M./Arizona respectively. I have been providing winter storage for my Texas live oak for the past 20 years in a cold greenhouse at a bonsai nursery 60 miles south of me. I'm testing the grey oak overwintering in my backyard with only mulch for winter protection. So far, after a couple of winters, it seems fine.
I suspect with your shed and temps in 30-40 range, you could keep native eastern deciduous oak --white, red, etc. (not many of which are all that great as bonsai). With a shed, you have also ruled out any "live" oak (Southern or Californian) that retains its leaves through the winter months. They need light... Willow oak (quercus phellos) is a great candidate. Deciduous, cold hardy and small leaves to begin with.
As said before, oaks aren't all that colorful in autumn, the best colors are yellowish to gold/bronze. Some can turn a bright red, but that requires some specific run up to autumn, - short frosts tied to warm days. Sudden freezes and cold just produce brownouts...