How does the hypothalamus get the information out of the blood?
First of all, there is not such a thing as "the" hypothalamic membrane. The hypothalamus consists of multiple nuclei, and each nucleus contains numerous cells (neurons and glia cells).

The mechanisms by which the hypothalamus senses hormone concentrations in the peripheral blood are rather complex. In recent years, considerable research has been done to elucidate the central mechanisms underlying thyroid homeostasis [6], which involve the regulation of TRH release from the hypothalamic paraventricular nucleus [1, 2]. Therefore, my following explanations are focussed on the control of TRH secretion, but similar considerations apply to other hormonal systems [7-9].

First, hormones have to be conveyed by special transport proteins across the blood brain barrier (BBB). In case of thyroid hormones, this is accomplished by tanycytes in the circumventricular organs [3]. They control the transition of hormones from the blood to the cerebrospinal fluid (CSF), and partly directly to glia cells via the transport protein OATP1C1. In glia cells thyroxine (T4) is deiodinated to form the more active hormone triiodothyronine (T3). T3 is then transferred to neuronal target cells via the transporter MCT8 [4, 5], where it exerts its homeostatic effects by inhibiting TRH release. Hypothalamic TRH secreting cells have, however, multiple afferent signals. In addition to thyroid hormones they include clucocorticoids, leptin, alpha-MSH, norepinephrine, cocaine and amphetamine-related transcript (CART), endocannabinoids, agouti-related peptide, neuropeptide Y (NPY), GABA, galanin and probably multiple additional signalling substances. This enables the TRH neuron to act as an integrator of energy homeostasis [1, 2, 6].

Of course, the TRH-secreting cells in the respective hypothalamic nuclei have receptors for all afferent hormones and neurotransmitters. Some of them (e.g. for catecholamines) are located on the cell membrane, others (e.g. for thyroid hormones or steroids) in the nucleus.

As mentioned, similar considerations apply to other hormonal systems [7-9]. Recent research suggested e.g. the existence of a receptor-mediated transport system, which conveys insulin trough the blood-brain barrier [9].

1: Joseph-Bravo P. Hypophysiotropic thyrotropin-releasing hormone neurons as transducers of energy homeostasis. Endocrinology. 2004 Nov;145(11):4813-5. PMID: 15489313. http://www.ncbi.nlm.nih.gov/pubmed/15489313

2: Joseph-Bravo P, Jaimes-Hoy L, Charli JL. Regulation of TRH neurons and energy homeostasis-related signals under stress. J Endocrinol. 2015 Dec;227(3):X1. doi: 10.1530/JOE-14-0593e. PMID 26527565. http://www.ncbi.nlm.nih.gov/pubmed/26527565

3: Rodríguez EM, Blázquez JL, Pastor FE, Peláez B, Peña P, Peruzzo B, Amat P. Hypothalamic tanycytes: a key component of brain-endocrine interaction. Int Rev Cytol. 2005;247:89-164. Review. PMID 16344112.
https://www.ncbi.nlm.nih.gov/pubmed/16344112

4: Kersseboom S, Visser TJ. Tissue-specific effects of mutations in the thyroid hormone transporter MCT8. Arq Bras Endocrinol Metabol. 2011 Feb;55(1):1-5. PMID 21468514.
http://www.ncbi.nlm.nih.gov/pubmed/21468514

5: Bernal J, Guadaño-Ferraz A, Morte B. Thyroid hormone transporters—functions and clinical implications. Nat Rev Endocrinol. 2015 Jul;11(7):406-17. doi: 10.1038/nrendo.2015.66. Nat Rev Endocrinol. 2015 Sep;11(9):506. PMID 25942657.
http://www.ncbi.nlm.nih.gov/pubmed/25942657

6: Hoermann R, Midgley JE, Larisch R, Dietrich JW. Homeostatic Control of the Thyroid-Pituitary Axis: Perspectives for Diagnosis and Treatment. Front Endocrinol (Lausanne). 2015 Nov 20;6:177. doi: 10.3389/fendo.2015.00177.  PMID 26635726.
http://www.ncbi.nlm.nih.gov/pubmed/26635726

7: Thon M, Hosoi T, Ozawa K. Possible Integrative Actions of Leptin and Insulin Signaling in the Hypothalamus Targeting Energy Homeostasis. Front Endocrinol (Lausanne). 2016 Oct 20;7:138. PMID 27812350.
http://www.ncbi.nlm.nih.gov/pubmed/27812350

8: Herman JP, Tasker JG. Paraventricular Hypothalamic Mechanisms of Chronic Stress Adaptation. Front Endocrinol (Lausanne). 2016 Oct 31;7:137. PMID 27843437.
http://www.ncbi.nlm.nih.gov/pubmed/27843437

9: Blázquez E, Velázquez E, Hurtado-Carneiro V, Ruiz-Albusac JM. Insulin in the
brain: its pathophysiological implications for States related with central
insulin resistance, type 2 diabetes and Alzheimer's disease. Front Endocrinol
(Lausanne). 2014 Oct 9;5:161. doi: 10.3389/fendo.2014.00161. PMID
25346723,
http://www.ncbi.nlm.nih.gov/pubmed/25346723/