Answer: There may be several factors at work here. The best case scenario is that they are simply suffering a bit in the hot and dry conditions and look a bit shabby after blooming as do many columbines, especially if they have been allowed to set seed. If this is the case, trim them back a bit and continue to water them until they are well established.
In my experience columbines in the type of direct hot afternoon sun you are describing tend to be unhappy there. While they will certainly grow in full sun if given good soil and adequate moisture they generally do best in morning sun or dappled light all day, especially when grown in competition with trees. In any situation, newly planted perennials generally need a well prepared soil enriched with plenty of organic matter along with a few inches of organic mulch -- this type of soil preparation allows them to settle in quickly. They also need regular watering until they become established, with the rule of thumb being an inch or two a week. In cases like this where they are planted late and the weather turns hot and dry quickly, the plants will be very stressed. If you look closely, you may see new growth starting from the base indicating that they are simply adjusting to the transplant shock. If this is the case, you might allow them time to see if they will adapt and survive, but do water them deeply about twice a week while the weather is so hot and dry. You can also trim away any dessicated foliage.
If they were mine, I would water them very deeply a day ahead, and then transplant them to a kinder location. I would also cut them back by about half to help them compensate for the root loss and transplant shock. Finally, you might check them carefully for insect activity -- stress sometimes makes plants more subject to insect attack as well.
Good luck with your plants!
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