Although you did not provide any info as to your setup, I can share with you some of my methods for success with cloning. One of the most important aspect of the clone's health has nothing to do with the leaves early on - so don't worry too much about initial yellowing, its normal. Its the roots that matter most. I have had clones completely yellow with not more than 1 leaf set remaining and still make it. As soon as the root mass grows to the point where it is able to sustain the plant, you will get an explosion of new plant matter growth. Some tips:
1) Keep the roots aerated - O2 is what they need to grow. Don't overdue the watering. You want tap roots to develop to explore for new water. Besides, without root mass, there is little water actually being absorbed through the root/stem.
2) Keep the plant in high humidity to avoid the affects of losing moisture due to osmosis with the atmosphere while the roots form. Domes work well.
3) Keep the lighting minimal - you don't need much, just enough to support the growth occurring beneath the soil.
4) No nutrients needed - a light Vitamin B series can help, but definitely nothing more than that and plain filtered water
5) Keep your water ph slightly acidic (dependent on your grow medium)
6) Don't mess with them. Even if they look terrible, as long as they are growing roots, they will quickly bounce back as soon as new leaf sets show up
7) I like to raise the temperature of the rooting area slightly (heating mat) as a catalyst. (74-78 degrees)
Keep it simple and let nature do the rest. Good luck!