Your astilbes and columbines may have just gone dormant until cooler weather. I often have to cut mine back to the ground from lack of rain, but they usually either regrow in fall or the next
spring. The azalea, however, may not regrow new leaves...they are extremely sensitive to drought because their roots are shallow. I think your Japanese Maple will recover as well. Columbines are very easy to start from
seed, so if you have any
seeds, you can start them now and by fall they'll be ready to plant. That way even if you lost some from the heat you can replace them. I have lost several of the perennials that I planted this
spring because of the drought. So I've been trying to replace them with more drought tolerant plants, like agastache and sedum. There are quite a few different sedums with different heights,
flower color and leaf color, and they don't require a lot of water. It can be hard to find shade plants that are drought tolerant, though.