Maybe until the hot weather eases up, you could throw some mulch on the soil to help keep it cooler and reduce evaporation? Straw or hay works fine - but use a deep layer, 4 inches or so to insulate. It's not a bad idea to have some straw under your pumpkins to keep them up off the ground a bit, too.
Also water deeply - for a much longer time than you would think is needed - when it's hot here we set our sprinklers to water for an hour every morning to be sure to get the water down deep enough. Just standing there for a few minutes with a hose isn't going to cut it, for example.
If the leaves on your pumpkins wilt in the afternoons, I would water longer in the mornings, not water twice. They are susceptible to powdery mildew so if you water in the afternoon again, and the leaves stay wet into the evening that's an invitation to fungal problems.
It looks to me as if your pumpkins are getting pollinated, then shriveling up after that. Are there any marks or wounds that look like critters or bugs are getting at them? Cut one of the shriveled ones open and see if there's anything happening inside.
Do you think I should water twice a day? And I think they are getting pollinated, we have bees everywhere.
