I think you've answered the question yourself. They are going into dormancy because of the hot dry conditions. Although they resent transplantation and you may miss a year's flowers I would move them to a cooler spot.The best Nile lilies I ever saw were on the island of Madeira (Spain) where the temp rarely rises above 80 and there is rain all the year round. They were also in light shade.

GEAUX TIGERS!!!!!!!