There are several forms of heat stress that can make the leaves lose moisture faster then the roots will absorb more water: a windy location; insufficient or no soil moisture; temperatures that reach or exceed 85F, roots that have been disturbed by a recent transplant, etc. In the pics, the soil does not appear humid. The top 4" is where typically the roots of a new plant can be found so if this area is dry, it will help wilt the leaves.

And remember that masonry surfaces like concrete floors and walls can hold and reflect heat to a remarkable degree.

Since it is a very new planting (per previous posts), I would assume much of what you are seeing is just a bit of transplant shock and the shrub will grow out of it. Just make sure the soil is kept adequately moist but not excessively wet . And offering some temporary shade cover for the early mornings could help until the hydrangea becomes fully acclimated to its surroundings and location.

Macs and arborescens have big flat leaves and small stems. They can't take a lot heat. They're made to be in cool shade. If the plant is in bright sun with temps in the 90s, no matter what, it will wilt. If the roots haven't full developed, fully developed roots will help. An option is to cut off some of the branches. I would do it after flowering since macs bloom off previous years growth.