The Northern Lights series your Mandarin Lights is a part of are very cold hardy - when healthy. Do you have any idea why it hasn't done 'overly well'?

It's deciduous, so losing leaves in Fall is normal, and all azaleas will benefit from a continuous mulch of the root zone no matter what time of year.

Being new to growing azaleas, we purchased three varities this past spring. The plants did well throughout the summer growing season and we now wish to prepare them for winter "survival". The three varities are "Silver Sword", "Gibraltar Decidious" and "Satan Exbury". All three species are supposed to be good for -20 degree F (common here in Wisconsin).

The plants are located on the east side of the house, out of the north and west winds and exposed to partical mid-day sun.

What artificial protection might we install to help protect these beautiful plants?

Thanks in advance.

Some people use burlap, open at the top, to provide protection from winter sun and wind. Since yours are protected from the wind, I don't see a problem and would not do anything except mulch the plant as MorZ8 recommended. When mulching, do not let the mulch reach the main stem to avoid vole damage.

Here is a link that might be useful: How to grow azaleas.