Certified GKH Gardening Expert
They aren't dead, but they do seem to be disturbed. This seems to happen in compacted soils, soils that remain too wet, or otherwise too dense.
I would cut any affected blooms, leaving the others. Treat with a mild fungicide, and do your best to ensure that it doesn't remain too wet for too long. (If possible.)
Here is an article that will help you with their care: https://www.gardeningknowhow.com/ornamental/flowers/protea/protea-plant-care-tips.htm
Here is an article that will help you with fungicide use: https://www.gardeningknowhow.com/garden-how-to/info/using-fungicides-in-garden.htm