I am not sure what to say about the yellow leaves since this would be normal in certain areas during the Fall months. At other times, it may indicate:
* too much sun - the leaves in direct contact with the sun turn all yellow (including the leaf veins) but the others remain green
* soil pH has turned alkaline - the leaves look yellow but the leaf veins remain dark green
* nitrogen defficiency - many/most/all of the leaves look yellow
To protect from too much sun, you can either provide shade somehow (install shade cloth. etc) or transplant/move the shrubs.
To counteract alkaline soils, you can amend the soil with garden Sulphur, iron sulfate, aluminum sulfate (do not use it close to azaleas or rhododendrons), green sand or liquid iron chelated compounds.
To detect nitrogen defficiency, you can purchase a kit that detects this condition and then amend the soil.
It is important that the hydrangeas' soil be as constantly moist as possible because periods or dry and wet may cause the plant to abort flower buds. Flower buds develop starting around July or later so use lots of mulch always and keep the soil moist. If you insert a finger into the soil to a depth of 4 inches (about 10cm) and it feels dry or almost dry, water the plant with 1 gallon of water (3.8 liters).
It is also important to fertilize them appropriately. Not enough fertilizer or too much can be a problem. If your soil is defficient on minerals (I assuming it is not but a soil test can answer that), you may need to amend the soil and fertilize often. But if your soil is fine, you could skip fertilizers for a whole year with no impact because hydrangeas are not heavy feeders like roses are.
Too much fertilizer on top of soil that is already fine keeps the plants in growth mode and can also make them stay in growth mode through parts of winter, where cold temperatures may kill the flower buds even if the plant is winter hardy. So check that your soil is fine by ordering a soil test and fertilize just once a year in June: apply a cup of compost, composted manure or cottonseed meal (for a recently planted shrub). One application of a general purpose slow-release chemical fertilizer will be fine too (apply the correct amount per the label instructions). The only exception is for potted plants where you need to replenish the fertilizer often.
So in summary: keep the soil moist while the plant is growing; reduce watering to maybe once every two weeks in winter if winter is dry; mulch heavily up to the drip line; fertilize plants on the ground just once a year; determine the cause of yellowing and take appropriate action but do nothing if you just have a few leaves as this is normal when the plant is going dormant.