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Is your lenten rose in a container? If so, check to see if it is rootbound. If so, repot it in a container one size up.
Iron deficiency can cause yellowing, but the leaf veins will still be green. It could be caused by an alkaline soil.
Over or under watering can cause yellowing leaves.
If you haven't been fertilizing your hellebore, you can add a balanced slow release fertilizer like 10-10-10 to the plant once each spring.
Check the underside of the leaves for aphids. They can be controlled with Neem oil or insecticidal soap.

No. It will not be necessary to do this. In fact, you should disturb them as little as possible. Since you are at the top end of their growing zone tolerance, you may find that they are a little slower than they would be in a colder zone where they experience a dormancy. This rest period, actually, speeds things up.

In your zone, you will just care for it as well as you can. Likely, it won't experience much of a dormancy.

https://www.gardeningknowhow.com/ornamental/flowers/hellebore/lenten-rose-flower.htm

I would, at least, be sure that the soil is allowed to dry down to a depth of 3 or 4 inches or so between the times that it does receive water. If this is not possible, and it remains wet, then I would change locations.

This article will offer more information on caring for your plants:

https://www.gardeningknowhow.com/ornamental/flowers/hellebore/lenten-rose-flower.htm