I thought salvia liked the sun?
Yes, Salvia does thrive in full sun conditions.
But when salvia or other plants were recently planted, they don't yet have a wide-spreading, vigorous root system to supply sufficient rapidly enough to avoid wilt.
During this heat wave, it will help immensely to rig temporary shade well above the plants. Then, to, you may need to add water to the root system daily for a while.