No advice but I'll definitely be watching. Mine are doing the same thing now. I have picklebush and burpless hybrids that have been producing nicely for a couple of weeks but the leaves are starting to yellow, the vines are all mushy, and the cukes the last couple of days have been deformed.

This is the first year I planted cucumbers and squash in straw bales. I used the ones from last year that had grown tomatoes-they were very well rotted in the center. I have had the best crop of both this year, better than when planted in the ground. They are still going strong.

It sounds like your cukes weren't pollinated. I don't think cukes are self pollinating. If you can, take a male flower and rub it into the female flowers (the ones with the little cukes attached. That will help with pollination. I've also read that interplanting flowering plants that attract bees helps.