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To keep hydrangeas pink, they need higher pH levels in the soil, making it more alkaline. These articles should help: https://www.gardeningknowhow.com/ornamental/shrubs/hydrangea/change-hydrangea-color.htm, https://www.gardeningknowhow.com/garden-how-to/soil-fertilizers/lower-acid-soil.htm

I suspect the culprit is slugs, since they do come out at night and disappear during the day. While you would not always see them, if you know for certain they are there or find evidence of their nightly visits, this should confirm the fact that they are munching on your shrub. This article will help: https://www.gardeningknowhow.com/plant-problems/pests/facts-about-slugs-and-how-to-kill-garden-slugs.htm

If your hydrangeas are looking poorly and you've noticed the grubs in the soil around your plants, as well as your yard, then they can be treated with products containing Bacillus thuringiensis (Bt), a natural bacteria that kill worms without harming plants. Neem oil may be helpful as well. Here is more information: https://www.gardeningknowhow.com/plant-problems/pests/lawn-grubs-how-to-get-rid-of-grub-worms.htm, https://www.gardeningknowhow.com/plant-problems/pests/pesticides/using-bacillus-thuringiensis.htm, https://www.gardeningknowhow.com/problems/pests/neem-oil-uses.htm

This article will help you with caring for it with the damage: https://www.gardeningknowhow.com/plant-problems/environmental/tips-for-saving-cold-damaged-plants.htm

Since they were newly planted, it may have burned the tender roots. You can try flushing the soil with water to dilute it and lessen the damage. But other than this, there's little you can do. Newly planted shrubs/trees/flowers should be fertilized at 1/2 strength to avoid issues like this.

The plant may have gotten too dry. Hydrangeas need to be kept unifomly moist. Try increasing the moisture, and as long as the stems are still alive (green inside and flexible), the leaves should regrow.