The crowns were sitting up too high, which couldn't have helped. Otherwise, what region is this? The last two at least are examples of new hybrids between herbaceous and semi-shrubby species that may not be completely hardy in your area.

Also I wouldn't expect these to do well directly beneath a dense rhododendron.

As roots are clearly visible, I'd guess it wasn't planted very well. And these plants will take - and actually prefer - a lot more sun than they are receiving in that location. While hellebores have a reputation as "shade lovers", they are really just shade tolerant......and not very heavy shade :-) Most of mine are growing in at least half day sun and some receive more.