Are there massless bosons at scales above electroweak scale?

I think you have understood it almost well.

The masses do not change, they are what they are; at least at colliders. At high energy, it is true that the impact of masses and, more generally, of any soft term, becomes negligible. The theory for $E\gg v$ becomes very well described by a theory that respects the whole symmetry group.

Notice that to do so consistently in a theory of massive spin $-1$, you have to introduce the Higgs field as well at energies above the symmetry breaking scale. For the early universe, the story is slightly different because you are not in the Fock-like vacuum, and there are actual phase transitions (controlled by temperature and pressure) back to the symmetric phase where in fact the gauge bosons are massless (except perhaps for a thermal mass, not sure about it).

EDIT

I'd like to edit a little further about the common misconception that above the symmetry breaking scale gauge bosons become massless. I am going to give you an explicit calculation for a simple toy mode: a $U(1)$ broken spontaneously by a charged Higgs field $\phi$ that picks vev $\langle\phi\rangle=v$. In this theory we also add two dirac fields $\psi$ and $\Psi$ with $m_\psi\ll m_\Psi$. In fact, I will take the limit $m_\psi\rightarrow 0$ in the following just for simplicity of the formulae. Let's imagine now to have a $\psi^{+}$ $\psi^-$ machine and increase the energy in the center of mass so that we can produce on-shell $\Psi^{+}$ $\Psi^{-}$ pairs via the exchange in s-channel of the massive gauge boson $A_\mu$. In the limit of $m_\psi\rightarrow 0$ the total cross-section for $\psi^-\psi^+\rightarrow \Psi^-\Psi^+$ is given (at tree-level) by $$ \sigma_{tot}(E)=\frac{16\alpha^2 \pi}{3(4E^2-M^2)^2}\sqrt{1-\frac{m_\Psi^2}{E^2}}\left(E^2+\frac{1}{2}m_\Psi^2\right) $$ where $M=gv$, the $A_\mu$-mass, is given in terms of the $U(1)$ charge $g$ of the Higgs field. In this formula $\alpha=q^2/(4\pi)$ where $\pm q$ are the charges of $\psi$ and $\Psi$. Let's increase the energy of the scattering $E$, well passed all mass scales in the problem, including $M$ $$ \sigma_{tot}(E\gg m_{i})=\frac{\pi\alpha^2}{3E^2}\left(1+\frac{M^2}{2E^2}+O(m_i^2/E^4)\right) $$ Now, the leading term in this formula is what you would get for a massless gauge boson, and as you can see it gets correction from the masses which are more irrelevant as $m_i/E$ is taken smaller and smaller by incrising the energy of the scattering. Now, this is a toy model but it shows the point: even for a realistic situation, say with a GUT group like $SU(5)$, if you scatter multiplets of $SU(5)$ at energy well above the unification scale, the masses of the gauge bosons will correct the result obtained by scattering massless gauge bosons only by $M/E$ to some power.