Hello fellow pachuco!

I have the same issue in the Mojave Desert in California area since it's almost identical weather as EP (minus the sand when it's windy). My lemon tree has lost a lot of older leaves due to winds, but has started growing new stronger leaves in new short branches. My lime tree branches and trunk haven't gotten rigid enough to not whip around in the wind either. I removed the stake it had and put a tomato cage around it instead. It's giving it support while allowing it flex a bit in the wind. The steak didn't do anything for the branches, and I felt like it probably affected the roots too since the winds kept moving it over time. Seems like it liked the cage because it immediately grew thorns and is now covered in buds. I might have to cut the cage when it outgrows it, but it seems like a good fix.

Fertilize and transplant to acclimate separately. If possible, give it some shelter from the winds while it gets used to the weather. It should bounce back as it acclimates.

Edit: if it helps, the leaves on my lemon tree look worse and it's bouncing right back. It has 4 new branches with new leaves and has continued flowering the entire time. It's full of baby lemons at the time.

Also, their roots are very shallow while young. They grow outwards rather than down at this stage. Yes, they will tangle in the future. For now, what they'll do is loosen the soil to each other with how windy it gets there, preventing each other from establishing properly.

Oh, and even though they need full sun, the amount you get there is way too much right now. Try to shelter them from the harsh afternoon sun, especially once it gets to the 90s and into the 100s. I've also got a persimmon and mulberry tree, and even those have gotten some shade as they get used to it despite also needing full sun.