I usually prefer mopheads to lacecaps but about 5 years ago I bought a Lady in Red because 1) I loved the bronze foliage and red leaf veins and 2) It was on the clearance rack at Lowes. Now I have at least 12 of these but I can't seem to get their leaf color back to bronze in the fall. They just look like any other variety. The blooms are blue instead of red but I don't care about that I care about the foliage. Iron? Light? Moisture? Thoughts? The one pictured isn't one of mine. I just wish it were.
Lady In Red
Mine has red stems and in fall it does have the darker foliage and "reddish" blooms but many hydrangeas have that "red" look to them. In June it has blue lacecap flowers. It's in the background in this photo and you can see how green the leaves are.
I doubt there is anything you can do to change the color of the leaves.
You could try moving to a colder climate if it's fall color you're after...warmer climates often cause poorer fall color in many types of plants.