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Is it planted in a shady location with rich, acidic soil? If not, consider moving them. Also check the pH level of the soil. It is important that it be betweeen 4.5 and 6.0. A high pH can cause yellowing leaves.
If those check out, look for insect problems such as spider mites or lace bugs. This article will help:

https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron/issues-with-rhododendrons.htm

You can also check for leaf scorch:
https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron/brown-rhododendron-leaves.htm

Here are tips about their best care:
https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron/rhododendron-care.htm

Make sure that these are not in the sun. They will prefer mostly shade, to full shade.

Here is an article that will help you to care for them:

https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron/rhododendron-care.htm

Go ahead and trim away and discard any leaves and stems that look bad, remove all the old remains of flower heads and give it a couple treatments with neem oil. Then, later in the year, you may want to give it a severe pruning and a new start. Here's an article that will help:
https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron/pruning-rhododendrons.htm

Though they are not unusually susceptible to infections, they can occur. Unfortunately, your photos did not come through so I am unable to confirm.

You may want to treat with a fungicide. This article will help:

https://www.gardeningknowhow.com/garden-how-to/info/using-fungicides-in-garden.htm

Here is a collection of articles that will help you with the care of These shrubs:

https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron

https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron

This is, likely, a bacterial pathogen. This will require treatment. Copper fungicides will be best. Here is an article that will help:

https://www.gardeningknowhow.com/garden-how-to/info/what-is-copper-fungicide.htm

Yes. These are evergreen, and will require growing conditions similar to summer. You are, actually, at the upper end of where they will survive. Winter protection will not be necessary, but if it gets warm in your area, you may need to plant it in deeper shade. They will not tolerate full sun, no matter what area you are in, though.

This article will help you with the care of these shrubs:

https://www.gardeningknowhow.com/ornamental/shrubs/rhododendron/rhododendron-care.htm