I would monitor that sun exposure. Hydrangea macrophyllas leaves usually need shade after 10-11am during the summer months (they may be fine in early Spring or in the Fall, when the sun is not as harsh. If the leaves in direct contact with sunlight are yellowing, including the leaf veins, then they are getting too much sun. You may want to consider transplanting to provide more shade. But because they are new, it is also possible that the current set of leaves is not acclimated to the amount of sunlight that they are now getting and future new leaves may be fine. I have sometimes used an umbrella or outside chair temporarily in year 1 to provide 'extra' shade instead of having to transplant them. If the problem persists in year 2, I then transplant them to get shade by 10-11am during the summer months.

A nitrogen deficiency is another reason for yellowing, including the leaf veins. New leaves can also look light greenish for a while until they develop more chlorophyll. If the leaf veins were to remain dark green but the rest of the leaf is yellow, that would suggest a nutrient deficiency like iron. This is normally caused by alkaline soil and requires amending the soil with garden sulfur, aluminum sulfate greensand or iron chelated liquid compounds.

Note: some of the plants are located close to the lawn. If you fertilize the lawn, be careful to not get the lawn fertilizer that close to the hydrangea roots as lawn fertilizer can be high in nitrogen. That can make the hydrangeas stay in "grow" mode and have nice foliage but few or no leaves.

Thank you, Luis. They are planted against the fence in my side yard (see the photos below). They are shaded in the morning and after 3pm. I guess the problem is they are exposed to the sun from 12pm to 3pm?

Yes. They could also be getting direct sunlight + "additional" sunlight, reflected from the bright wall towards the plants.

Similar problem: I have a now more shaded camellia japonica whose leaves also need similar shade requirements. I originally gave it direct sunlight from 11am until 1:30pm but that was still too much for the japonica's leaves. No problem at the start of Spring but it complained by mid to late May so I use some 35% shade cloth now.

Thank you. I will observe for a few more days then decide to add shade cloth or change locations.