Probably there are other reasons why the rhododendrons and azaleas aren't up to par. The success of the pachysandra may be a result of them struggling rather than a cause. I'd pop a few of the smaller, more easily dug ones up and look at their rootballs. Maybe they have just gotten to be buried too deep, maybe the soil is too heavy, maybe...

I don't think the pachy is hurting either the rhods or the azaleas other than they are competing for water, which could explain the brown leaves. Make sure you are providing them with ample water, including during the fall/winter. If you are seeing the rhods' leaves sort of fold in like closing an umbrella during very cold spells during the winter, that is usually a sign that they need water, but by then the ground is frozen and it is difficult to provide for their need.