In general, hydrangeas are not bothered by many pests. You did not mention what type of hydrangea you have. Japanese beetles may feed on oakleaf hydrangeas but are not usually an issue on other species. Other possibilities may be caterpillars and leaf feeding beetles. Some of these may feed at night which is why you are not seeing them. You can go out at night and look with a flashlight. At this point, the damage may be done and no control is necessary. You can send a digital photo so we can see what you may be dealing with.
See the link from the National Arboretum on color change http://www.usna.usda.gov/Gardens/faqs/hydrangeafaq2.html#How-change-flower-color mh