They do seem to take longer then average to sprout. Compared to a Papaya for one. They don't like hot or dry air. Young Cherimoya's will be stunted in that. Better to grow them out in bright cool shade.

Interesting!

It's already blazing and dry here, though I'm leaving them in the balcony's shade and it's a bit cooler and I may even say it feels like air-conditioned.

I'll try to put something to act as a wind-screen and see

I'll post the photos later.

Also, I have done a mistake too, which had happened for me for the first time. The soil I used is almost all clay, and I have to keep dumping it, so it won't turn to a solid rock, and I'm afraid of root-rot.

Is it possible to apply some gypsum to balance the soil? (I was told it helped by a neighbor and I'm not sure how true that is)

If you water enough..that should loosen the soil. Adding compost always helps,then toss in some gypsum into the mix. Couldnt hurt.
You might be better to try the Atemoyas. Those are the heat loving relatives of the Cherimoya's.
btw,Years ago I planted Cherimoya seedlings I grew against the hottest wall I have. They grew leaning forward and away from the wall. You could almost hear them say "Too hot". So I moved them to another spot with less sun..they did great. Until the 1992 freeze killed them. The fruit were tasty too considering they were just seed grown from a Cherimoya fruit I bought at Safeway.