Your climate makes it very difficult for new plants to get established in the garden. I don't know whether they were in the sun beforehand, or if they came out from under shade cloth. That matters.
You should provide some shade protection for the sad looking plant (and possibly the others) before the most intense rays and the most intense heat arrive in the near future. For example you can drape some 50-70% shade cloth over the top, however you need to secure it and keep it from blowing away. It might not be pretty but it could be life or death for the plants.
This aloe is incredibly sun tolerant in a climate that is not baking hot. But the heat makes it vulnerable, especially if it's coming out of a relatively protected (eg. greenhouse) situation. Most aloes will be touch and go their first year in your climate. The sun protection is just to get them through the summer. You can remove it once temperatures return to a more comfortable range in the fall.
I don't think huge amounts of water are necessarily going to be helpful when the plant is already in crisis. By that I mean water well when you do water, but wait a little while in between to allow the soil to dry out some. Be aware that water evaporating from the soil (which will happen pretty fast in your climate) will have a moderating effect on the temperature around the plant. In that sense alone watering can be helpful. But too much water may nudge a plant on the edge right over it, depending on the situation.
The classic Phoenix succulent meltdown occurs hours to days after a deep watering, when the temperature has gotten so hot that it doesn't properly cool down at night. This is precisely when you do not want to overwater your aloes.
