Be patient and the leaves will be replaced. It is a good sign that it is flowering, although flowering probably at the expense of leaves. Many plants/trees/shrubs are exhibiting similar patterns this year..flowering at the expense of leaves. The website below gives additional information. “It is normal for some rhododendrons to exhibit leaf droop and curl at around 32°F (0°C).; the lower the temperature the tighter the curl. Leaf movement occurs rapidly and it is reversible as temperature warms. Rhododendrons and evergreen azaleas lose some of their leaves each year. Typically leaves are retained for one to three years dependent on the variety. Leaves may turn yellow, red, or purple before they fall off. For some rhododendrons and azaleas the retained leaves turn red or bronze-colored in the cold months. In some azaleas the only leaves remaining are those that surround the flower buds at the tips of the branches. The degree of leaf coloration or loss is determined by a plant's genetics. In cold areas, certain evergreen azaleas may lose more leaves than they would in milder areas. “. Quoted from: https://www.rhododendron.org/protection.htm