Laura, you might want to give them even more shade, know you said they have late afternoon shade but if your zone 8 is like mine it's hot as heck before noon. I have my bagged tree peonies under shade cloth 100% of the time, think this batch was 30%. The reduction in air temp is noticeable when I step under the shade cloth and the surface soil temp in the grow bags is much cooler than the soil temp in the surrounding garden. The cooler soil should help with new root growth. This late in the season I wouldn't expect to see any foliage growth in zone 8 in the south. PNW seems to be having a weird spring/summer so all bets are off for gardening there this year.
A lot of places will send woody or tree peonies out in the spring, I've always had a hard time with keeping them alive even before I moved my garden to AL. Necessity forced my hand into keeping a lot of peonies in grow bags for much longer than I'd like—necessity and my of so obsessive need to buy every new one introduced! I still don't have the best method to water them in the bags, the weeper hoses I have seem to only put out a constant and steady flow of water for a few months before they need to be replaced. I have lost a small percentage to rot, a bit too dry is much better than too wet.
The specialty growers actually mark the depth for planting on tree peonies—it is much deeper than for herbaceous. White Flower Farm isn't a specialty grower so you probably had no specific directions. They sell grafted tree peonies, relatively young ones that are probably imported so planting deep is definitely needed so the herbaceous root doesn't start putting out herbaceous growth. The top of the fat part of the root where the stem goes in to the graft should be around 4" below soil level.
The pic below is from today. Heat index still over 100°, actual temp around 94.