Gaura have a deep taproot and relatively few small feeder roots. They don't like to be transplanted - true of all plants with taproots. They also like soil on the dry side. Take your plant and put it in the shade or create temporary shade with a box or cloth. The Gaura will recover. When it looks happy again, slowly get it used to full sun. If it wilts during the day, it isn't ready for full sun. I have Gaura and have moved it so I know what you are going through. Be sure to collect some seed; depending on where you live, Gaura are considered "short-lived" meaning 2-3 years. I find that they self-sow and I don't need to replant them in my zone 6a garden.
Guara need full sun and well draining loamy soil.
This article will help you access the plants and the care they need.
https://www.gardeningknowhow.com/ornamental/flowers/gaura/growing-gaura-plants.htm
