Palms are usually slow to respond (in a recognisable visible way). The new damaged frond emerging now could have been damaged by transplant or even by the heat. Check to see if there's the tip of another frond coming up, If there is and it's not showing any sign of damage then the plant should be okay.

The problem with heavy clay soil is that when you dig a hole out and put in different soil it becomes like a bucket holding water. It's usually a good idea to fill the hole with water before anything's planted and check how long it takes to drain. Then you'd know if it's better to mound up over it for better drainage. The mulch won't really affect drainage, it's to do with the soil below.

It was only planted in July- that damage could have taken place then.

Browning on the edges of the fronds wouldn't worry me but rot in the crown would. I'd be keeping as much moisture out of there as possible and watching it very closely.

It certainly doesn't need watering every other day- if you water it deeply then once a week should be more than enough. Next time you water deeply stand there and watch how the soil drains- if it just sits there you have drainage problems and these trees need good, fast drainage, especially as we progress into the fall. It's already stressed from moving, so wet and cold is the last thing you want.

Adding sand to clay can often result in hard soil and does not improve the soil conditions- what you want to add is organic matter. If you feel like you do need to replant it due to poor drainage don't use any more sand and plant it a bit higher. Dig up a wide area, mix in lots of native soil with your sandy portion, and perhaps add some compost- that changes the soil in a real way.

Assuming you see good drainage I would continue to care for it and hope that spring finds it healthy and settled in.

And how far is it to that wall? I'd allow at least six feet or so so you have room to move around.

Top of original potting soil root ball looks dry in third picture. It being new and planted with an intact potting soil root all plus the weather being hot = plant could perfectly well need to be watered several times per week. Poke around and see for yourself what the moisture situation is at this time, both in the original soil ball and in the amended planting hole around it. If you find for instance that the amended zone around the palm is too wet the palm needs to be pulled up and planted correctly in a new hole of existing soil, that has not been amended.

Or on a mound or in an entire bed of purchased soil of coarser texture, if the existing soil really does seem completely unsuitable for this species.

Also if the wall behind is sunny and you are concerned about suitability of the summer climate there for windmill palm it would be better to not have it near the wall. If instead the wall shades the plant during the hottest part of the day then of course different story.

Yes, it looks like it needs to be fertilized. But adverse soil moisture conditions can also produce a similar appearance. Investigate and determine the moisture situation first.

For a palm to really die the baby/interior frond in the center has to catch a disease..or be severely damaged enough to kill the entire plant. That is why when you drive by newly installed commercial locations and the palms are tied up like below pic(at least out here is Socal..probably not in Oklahoma :) ). They are tied with jute mesh which decomposes in about 6 months and falls off giving protection to the interior baby palm frond as the plant takes to the environment so the palms live... your interior/baby frond looks alive to me ( a little brown but alive).

Sometimes palms go into shock when planted. Yellow in the leaf can be a magnesium deficiency, rule of thumb if the leaf is brown and crunchy it may need more water or got burned, if it is brown and floppy probably rotting..

It's just been a hard summer for plants. I would just make sure it gets water and drainage. It really shouldn't need amendments so soon after being planted. Usually it's twice a year for amendments.