The yellow color is just the chicks first fuzz. When the first real feathers come in they won't be yellow. My red sex-link was yellow as a chick and it soon started getting red feathers. If the leghorns are white ones they may start out yellow too.
No matter the end color or breed, they are the funniest things I have ever had the pleasure to take care of. Thanks. I will add a couple of pics later.