Taking the questions in reverse order, some H. hybridus (such as "Snow Bunting") will maintain their sepals, which are the showiest part of the flower, into the summer, particularly those that haven't been pollinated. I'm not sure this is specific to that cultivar, and it seems to be a hit-or-miss thing; not dependable behavior from year to year. Worth a try, though, esp. if you like the plant for its other attributes.

I haven't grown 'Joshua', but it appears to be straight H. niger, which may tend to lose a few of its old leaves at this time of year - in this area, this is the main dormant period for most hellebores. The danger right now is in overwatering; I noticed yesterday that one of my best hybridus plants has succumbed to rot brought on by excessive rainfall in the last month. So I guess my answer is to wait and see, but whatever you do, don't react by applying more water. The plant can't use it right now, anyway. The new leaf buds are a hopeful sign. I find H. niger and its hybrids challenging here unless grown in raised beds or large pots, due to their need for excellent drainage. I grow hundreds of H. hybridus seedlings in plastic pots every year, but have never been successful getting niger seedlings through their first summer until this year, when I planted all of those in large peat pots, which dry out thoroughly between waterings. Live and learn!