My hydrangeas were looking beautiful until a couple weeks ago. Then I started noticing that some of their leaves had these gray powdery looing spots on them, their blooms started having brown spots and their new leaves have some yellow ones. I searched online and I think it's powdery mildew, but I don't know if that is the problem for all of them because some don't have that powdery texture on their leaves. How should I treat them?
I believe if you water at the base of the plant you will likely prevent the problems from that point forward. It looks like you have both powdery mildew (the whitish gray spots) and anthracnose fungus disease (the brown spots). In your case, they likely originated in the same way: overhead watering.
This article discusses what causes brown flowers on hydrangeas. I think your picture places your source of the problem in #5:
"When all hydrangeas are splashed with water on a daily basis, however, this alone can cause browning. Avoid daily irrigation and when watering try not to get the leaves and flowers wet as this promotes leaf-spot fungus that will brown both leaves and flowers."
I believe this article identifies your brown spots as the anthracnose fungus disease and provides additional information about dealing with it.
When I purchased my hydrangeas from a nursery they informed me that powdery mildew is pretty common on hydrangeas in our area (zone 6), but it doesn't typically pose any real threat to the plant. I was able to address my powdery mildew by watering less frequently and only at the base of the plant, moving it so it had at least 1 ft of space between any other plants to provide good airflow, and moving it into a sunnier location where it could dry out.