It very well could be transplant shock/damage in handling the plant. Also in New Mexico you may not be able to have your semp in direct sun, it could burn it.
Let me call Bev to help with this. She used to grow semps when she lived in NM.
@webesemps
It might also work better to use chicken grit #2 or small gravel instead of the glass pieces.
You are correct about having a rock mulch under the leaves to keep them from contact with the soil.