Hi S.J., you are not alone with this, and I had a similar start with comfrey. Seedlings are much fussier than the tough established plants everyone talks about, especially in a hot, dry summer.
What worked for me was switching to root cuttings instead of seed. I plant pieces about 4 to 6 inches long, with the top about 2 inches below the soil, and I keep that soil consistently moist for the first season. In your heat, I would water deeply two or three times a week rather than waiting until the soil dries out, and add 3 to 4 inches of mulch around, but not touching, the crown.
I also give new plants afternoon shade in their first summer. Once they have a deep root system, usually by the second year, they handle dry spells far better.
Do not give up on the ones that disappeared yet. Mine have died back above ground and then returned in spring, so mark the spots and watch for new shoots before digging them out.