Thanks everyone!
I suspect you're right. Apparently I did a pretty shoddy job with these grafts. See the attached picture, there is absolutely no contact between the cambium layers.
What I don't understand is how these scions are still viable; they been out in full sun without cover for more than a month! You'd expect them to be bone-dry by now.
If you say now is still a good time to graft, I will try to save what I can today. I really hope it's not too late.
Jdfrance, yes, The root-stock is watered. I will provide shade for the new grafts. The old grafts were properly protected for two months and I removed the cover only when the tree started to leaf out.
Saxonfig, I live in Israel so it's a Mediterranean climate. Zone 9, I think.
Edit: ok, I re-grafted the scions. they were still green and moist, so let's hope it's not too late.