Lavender, sedum, & milkweed are low-water plants, but hydrangeas' common name is "water-sucking sponge"!

If they're in the same area, just be sure to give the hydrangea enough water without drowning the others.

While they're new, I'd water them a bit more, to be sure that the plant gets enough water even though its roots have been disturbed, but pay attention to the moisture in the soil;
if it's dry about 1" down, you can water a little, but don't water wet soil or your plants will drown.

When you see new growth, cut back to 'regular' watering.

If you were here in Texas, I'd say to watch them for heat stress & be prepared to put a shade cloth over them or just pile some of last year's autumn leaves over them until they adjust, but I don't know what your sun & heat are like, so use your powers of observation, & maybe check with some local garden clubs for expertise.

Your plants sound beautiful, & I hope you enjoy them for a long time to come!

Thanks for the tips!