For such large specimens, and being evergreen, they will normally be harder to adapt after planting. There is also a possibility the plants were kept in a warm sheltered environment before you planted them out, so they are in shock and some may be suffering from wind scorch and the cold.
Unfortunately, Photinias don't do well in exposed areas and they are very tall shrubs without any back protection, they may be suffering a bit. There is not much you can do but keep an eye on the leaves and keep up with watering when temperatures start to rise. They may start to recover once it gets warmer, so leave them and if there is new growth, I think they will benefit from a light prune to encourage bushing out.
It looks to me as if they are planted far too close to the fence, that backs onto a road, in a very narrow border so the space you have allocated them is quite restricted all round and I would think they will be fighting for survival in general, never mind the exposed position and possible drought/water issues.
The shrubs either side are encroaching on their root run (you can see the red robin leaf canopy is already overhanging them) and competing for water and nutrients. I would immediately remove the two shrubs on each side and widen the border to give them a fighting chance. Im no expert, but my red robin root run is pretty extensive!
Mountainous Northern Catalunya, Spain. Hot summers, cold winters.
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Unfortunately, Photinias don't do well in exposed areas and they are very tall shrubs without any back protection, they may be suffering a bit. There is not much you can do but keep an eye on the leaves and keep up with watering when temperatures start to rise. They may start to recover once it gets warmer, so leave them and if there is new growth, I think they will benefit from a light prune to encourage bushing out.
The shrubs either side are encroaching on their root run (you can see the red robin leaf canopy is already overhanging them) and competing for water and nutrients. I would immediately remove the two shrubs on each side and widen the border to give them a fighting chance. Im no expert, but my red robin root run is pretty extensive!