Answer: Hollies as a rule need full sun or at least a half a day of sun, a moist yet well drained soil meaning damp like a wrung out sponge, not sopping wet and not dried out, and protection from winter winds. Yellowing can be a sign of moisture loss during the winter or winter damage due to cold and wind, it can indicate overwatering or poorly drained soil; it can be the result of planting too deeply or other rooting problem; it can indicate too high a pH; it can indicate they are growing in too much shade. Or, it could be a symptom of a disease or infection. Or, it could be caused by something unusual such as proximity to a black walnut tree.
Based on the information in your question, I would suggest you check the pH of your soil where they are planted. Hollies prefer a somewhat more acidic than average soil; if you have recently limed, for example, this may have adjusted the pH out of the preferred range for hollies. (The other plants you named are more amenable to less acid soil and tolerate a very wide range of pH.)
I would also suggest you work with your local county extension to try to troubleshoot the cause for the yellowing and foliage loss. Based on knowing that more precisely you can determine whether to treat them, transplant or replace them with something else. I'm sorry I can't be more specific long distance.
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