All Hydrangea macrophyllas like ES are very sensitive to the sun on their first summer and less-so as they get established and develop a bigger root system. The effect of summer temps should be less in future years but still, during the worst of the summer, I would expect to see some wilting (it gets to the 100s daily over here). You can help the plants by (a) maintaining the soil as evenly moist as possible (b) keeping 3-4" of mulch to the drip line at all times and (c) not over-watering.

I agree that the south and west sides can be problematic but that can be relative. For example, if you put a hydrangea on the west/south side but there is a tree or shrub that will give them dappled sun or afternoon shade, they may be fine. If concerned enough, you could dig a hole in the proposed location and put the shrub -pot and all- in the hole until it spends a whole year there. After about a year, take it out of the pot, prune roots that are circling and plant it. But if you noticed too many issues, move it elsewhere.

A southern exposure for a mac is too severe in my opinion. Even in my area - very far north and with typically mild summer weather - these will wilt with regularity and look pretty bleached out, both foliage and flowers. If you can provide some dappled shade as Luis suggests, it could work but I'd opt for a more sheltered/shaded location if at all possible.

If you want a hydrangea in this south-facing spot, I find that H. paniculata is much more tolerant of full sun than H. macrophylla. The color will be different, but the plant will be much happier.

Of course they wilt. I live in Singapore where its hot as hell and humid as a cave.