These are not heavy feeders as far as supplemental fertilizers go, but they do require soil on the acid side, consistent water, and will thrive in soil that is high in organic content (compost) and retains moisture while not ever remaining soggy. If yours are yellowish, reasons can be several....too high a soil PH, poor drainage or root damage by insects, originally planting too deeply or not roughing up the rootball before installing in the ground, so...

A little more information please?

Losing leaves - if these are evergreen azaleas - and branches that are dry and brittle enough to break in wind is most likely a problem 'below ground.' There are either not enough roots to provide needed water, or not enough water is being supplied.

If the shrubs were planted too deeply (should have been at least as high, and higher is better, than they were growing in the nursery container), the surface rooting structure may have been unable to function and the plants are dying. If the roots were not loosened from their nursery container shape, after a few months of being in the ground they could have done enough circling the plants basically strangled, or they exhausted any nutrients available in the potting soil. If that tight rootball goes through a period of becoming completely dry, it's almost impossible to wet it, no matter how hard it's raining or how much you water the surrounding soil, and the azaleas could die from drought.

It's also possible to burn enough of the roots with fertilizer that those remaining are unable to supply adequate moisture to the top growth.

I don't mean to make these sound like difficult plants because they are not, but they do need acidic soil, consistent water, proper planting depth and procedure to get them off to a good start.