I bought about 15 cedars 3 weeks ago for a hedge. Initially they
looked nice and green. But since planting, I've noticed they're
turning brown.

These are white cedars (swamp cedars) and came bare-root (well with a
very small root ball). I planted them into a very well amended soil.

I didn't expect transplant shock, since they were already bare-root.
In fact they have a much more comfy home now then they did in the
garden center!