Willow wood contains a relatively high amount of indolebutyric acid (IBA), a rooting hormone, compared to most other plants. I've read about using "willow water" as a natural version of synthetic rooting hormone many times but never tried it. Willow water would work better as a rooting hormone than a growing medium. Roots grown in water are not well adapted for planting out. Even if you start the cuttings, using willow water as a medium, plant out before extensive root growth occurs.

If you have problems or want to start with a pre-rooted plant, both the Nikko Blue hydrangea and the Nova Zembla rhododendron are available from a number of sources online. Always check nurseries out through Garden Watchdog before sending them your money.

'Nova Zembla' is one of the catawbiense type rhodos and commonly found in the trade. Cuttings can definitely be taken now, reduce leaf surface, treat w/hormone, stick in peat/perlite 50/50 mixture and keep media around 68 degrees F. This is best when enclosed in a propagation box or frame. If you don't have automatic mister, mist by hand several times daily on sunny days. Rooting will occur within 4 months.
'Nikko Blue' hydrangea is an old standby and available from just about every mailorder nursery. Like most deciduous shrubs, cuttings root easily during the long, warm, sunny days of June. Automatic mist setup makes the job much more successful.

You might get the willow to produce roots that way but I doubt you will be successful rooting hydrangea and rhododendron in water with some willow sprigs. I have tried to root things with willow in the water and did not find it to be any better than just water. I don't think anything rooted before it rotted from water exposure.
If you follow direction on how people root roses in baggies, you can do the same with hydrangea and I would try the same with the rhododendron first.

I learned to root hydrangeas when planting pots of flowers for a party. Hydrangeas were blooming so I stuck stems with blooms in pots on a semi-shady deck and forgot about them. When cleaning up a few months later, I saw the hydrangeas had rooted. I left them in their pots over the winter - they looked like bundles of dead sticks. Early next spring, bright green leaves appeared and they bloomed again.

I can't imagine anything easier than rooting hydrangeas - they are very forgiving plants. I doubt you need rooting hormone or willow water, but it's easier if you get cuttings when they are actively growing - usually May or June.