Greenhaven - they're definitely not feeding the plant. As far as I know, there's no photsynthesis going on and won't be until the new leaves come out. But I don't worry about them at all. And I don't even remove the diseased leaves any more. But then I've swapped out most of most of the roses that get diseased in my area anyway.

Oakleaf hydrangeas are known for retaining foliage well into winter and the milder the climate/the higher the zone, the longer they hold on to them. In my area, oakleafs hold their old foliage ALL winter and only drop them as the new growth emerges in spring. As I grow several dwarf cultivars in containers, I tend to remove the leaves manually (too impatient!) on these but allow the inground selections to drop theirs naturally.

The brown spots appear to be common hydrangea leaf spots, sometimes a fungal infection called Cercospora Leaf Spot. See here for more info: http://www.aces.edu/pubs/docs/A/ANR-1212/ANR-1212.pdf Most of the time, this is caused by overhead watering. If you do this, try watering the soil instead and do it very early in the mornings. Clean up plant debris that may contain spores, discard leaves in the Fall on the trash and, if you can afford it and the problem is bad enough in your opinion, replace the mulch too. You can also apply fungicides and the article mentions some of them but they can be $$ expensive so I just follow those suggestions when it comes to the ones that I too have with leaf spot. I am not sure about the loss of leaves. Sounds mysterious since you have not mentioned anything that would account for that. Normally, this would require something like not watering it (the rootball dries out for example), winter damage or applying insecticides or fungicides to the plant or to nearby plants. Leaf spot can make the plant loose some of these leaves as they first appear to have the lesions and sometimes the leafs brown out and fall. But usually the infestation is not THAT bad. If Bluebird lost the leaves in this way then you may want to spray after all as that is kind of a big thing in my opinion. I normally see this issue on mine by late August or in September so this is kind of early. And I just live with the problem until the plant goes dormant in December. Then I carefully cut the leaves off without touching the stems (invisible 2016 Spring flower buds will usually be near the end of the stems).

That is always a tough one. Many times, when I see green, the stems fail to leaf out. Not 100% of the time but a lot. So if I was you, I would assume they will not leaf out, I would prune them down and move on. The reason is that, if a handful of them were to leaf out, you would end with a weird looking shrub... a handful of long stems leafed out and, at the bottom of the shrub, some leaves/stems also coming from the base. You can usually tell if you are going to get leaf out by the end of May but in your picture, it sure does not look like it will start any time soon. I was hoping one or two places with leaf out for example and more later on but it is quite bare. I would assume that any invisible flower buds near the end of the stems got zapped too. If this one is a rebloomer, it should bloom from the new growth but it would do it later on, in the summer months or thereabouts. I assume that the winter protection was insufficient. Try using more leaves packed to protect the ends of the stems, which is where the invisible flower buds develop. Allow several inches between the end of the stems and the end of your cage or top of the cage. If you do not have enough leaves, try using mulch instead of leaves.