I suspect its root system was not quite ready for the outside world and may perform better if the soil is deeply watered and always kept evenly moist at all times. That means not dry but not wet. Reviewing your temperatures, they were not terrible and the brief spikes to 95°F were brief. If you tend to water based on a schedule (certain days or every 'x' days), that will not work at first. You may need to test the soil moisture daily in the mornings at a depth of 4" (use a finger) during the summer months in order to determine when to water or when to skip watering so the soil is always kept evenly damp/moist. Use enough water to reach down to a depth of 8" (water the soil, wait for the water to percolate and then test the soil). I have Amethyst Azaleas here in Texas, z8a, and once established (that is a fuzzy term that means anywhere from 1-3 years), it has not had issues and survived extreme damage from February 2020 with flying colors. The plant broke dormancy early and started blooming just as temperatures crashed to -2°F. After pruning areas subjected to bark split, it was blooming again by late summer. My summer temperatures are hostile, over 100°F daily from June through September so I provided some afternoon shade. Another neighbor has another variety that gets only noon, afternoon and evening sun until 9pm. Neither has shown leaf symptoms of too much sun. I consulted their website (provide your zip code; click on 'look up zone'; click on 'Autumn Carnation') and it indicated that for Brooklyn, it can be in full sun. I would not plant near the azaleas as they have very shallow, fibrous roots, about as deep as 4" at first. I would keep the dahlias away from them even though their tuberous roots will not present a problem if properly spaced away. The literature for Carnation says its spread is 4 feet. I am not quite sure if a lack of evenly moist soil and/or a lack of deep enough watering may have caused a watering issue that caused leaf loss but be aware that when this happens to me here, they get new foliage by spring without pruning. The plants simply go semi-dormant and do not produce new leaves if temperatures are too warm. Finally, review the area where the pants are located too and see if there is sunlight that might bounce of cemented/bright surfaces and help cause "too much sun".

https://encoreazalea.com/the-collection/resources-find-your-zone/

Thank you so much! I really appreciate it!