You could determine if the soil is the cause of problem by sending the soil for analysis somewhere. In the meantime, I would try to make sure the soil pH is not terribly alkaline or too acidic. And I would add organic matter to try and improve the soil in the meantime. Kind of what you would do in sandy soil: add plenty of compost.

If the soil test says that it is very bad soil then consider growing them in a container outside.

However, having said that, I am wondering if the dry air is sucking the water out of the leaves. This is a problem that I observed here last year when we had an exceptional drought alongside 100 degree temperatures and windy conditions.

There are misters sold to help increase the ambient humidity; you could try those but if it is very windy, the wind may overcome the capacity of the mister heads. You would have to install multiple mister heads somewhat close to each other in that case. Some type of garden feature that will block the wind may be useful. Or move the hydrangeas elsewhere where a wall, a shrub, etc will shield them from the wind while still supplying enough sunlight.

It will help if you mulch with 4" of mulch way past the drip line (6-12" inches away). Then water often. For a newly planted hydrangea, you could start with 1 gallon per watering. In sandy soil, make that 1.5 gallons per watering. By the way, try to evaluate how well this type of soil drains because it could end up causing root rot if it drains poorly and the roots stay wet for too long.

Luis

PS - I have seen hydrangeas growing much further south in Central America but the dryness IS a problem. If you find it difficult to successfully grow them, consider other shade shrubs.