I have several in very dense shade and they are fine. I would guess it might be transplant shock.

Also, unless your soil is very fast draining, I would hold off on the water a bit too - deep watering every other day might be a bit much.

Alexa

Astilbe can be odd. I had one with in inches of others that just did not do well. I finally moved it a few feet and it perked right up and grew like gang busters. I too suspect your are getting too much water.

It's almost impossible to give astilbes too much water. If this problem hasn't improved since you first posted it, stick your finger down in the soil the day after watering and check the moisture - or wait till you see the astilbes wilt and check the soil moisture. My guess is that the tree is getting most of the water.
Here is how I water astilbes if it hasn't rained in the previous week (but keep in mind that mine sit in a very damp spot to begin with). I used the shower setting on the hose wand and water each astilbe to the count of 12 seconds - this is pretty much the equivalent of a bucket of water. Then I leave them alone for another week. You could try this and see if it works. If not, I might move them to another shady spot.