WEAK hypercharge is conserved in the electoweak theory, yes. However, when EW theory is broken to QED after the Higgs field gets a vev, then weak hypercharge is no longer conserved (since the Higgs field has Y=1/2, so when it condenses, it breaks that symmetry).
STRONG hypercharge has absolutely nothing to do with weak hypercharge (except that they're both U(1)'s, but strong hypercharge is global while weak hypercharge is gauged, so even that relationship isn't really there). It's a very unfortunate naming. Strong hyperchage is B+S (baryon + strangeness), up to factors of 1/2. Baryon number is conserved throughout the SM (up to topological effects), while strangeness is violated by the weak interactions (W-boson exchanges), so STRONG hypercharge is violated by EW theory.
However the STRONG NUCLEAR FORCE (QCD) does conserve STRONG hypercharge, as well as WEAK hypercharge.