Are the rockwool cubes dry? I'm sure that the yellowing is just because that part of the root system is always dry, and has nothing to do with the type of growing medium. You can try to set them directly in the stream of nutrients, but with the roots coming directly out the bottom like that, they will probably just tip over. Also If placed directly in the solution, the rockwool cubes will remain continuously saturated. That may not be much of a problem for lettuce though. I would probably just try to get the bottoms of the rockwool cubes closer to the water level. And/or get the water level to rise a couple of times a day to saturate the rockwool cubes, but still remain above the water level..

homehydro, thank you for the help.