@dyzzypyxxy...
>>>>Probably the best thing to do right now would be to shade the plants until they perk up.
I have been lurking on this forum for a while because I am planning on adding day lilies to my garden.
I certainly have more knowledge of roses than I do day lilies at this time, but I have had to transplant a rose during a period of triple digit temps, which is something that roses don't like very much either, but some of the advice given above is right on.
Whenever the root mass is smaller than the top growth, cutting back the top growth allows the plant to put energy in to growing roots and it establishes itself faster. Shading the plant reduces the heat stress so that the plant doesn't go into survival mode. The only addition tip I can offer for a dry climate is to keep the shade structure moist to increase the humidity around the plant as it slows the transpiration rate which reduces any heat stress. I not only keep the fabric I put over a bamboo teepee moist, I dip the tail of the cloth into a bucket of water and allow the moisture to be wicked up into the cloth.
I remove the shade fabric after the temps have started to cool down to allow the plant to breathe. In my climate, this added step has made it easier for me to help the plant come through in less than ideal situations.
Just my two cents.
Smiles,
Lyn