Sea Holly is a drought tolerant plant that likes full sun, lean, sandy soil. They have a long tap root that likes to probe down for water. Here is a website that describes the care they need.

https://www.thespruce.com/grow-sea-holly-eryngium-4121081

don't forget some of the species including miss willmot's ghost are biennials and wont flower until their second year and then they die.
I would plant them in full sun and then leave them alone. if you keep digging them up they will never get a decent tap root established. Water slightly away from the roots to encourage them to explore into the surrounding soil. this may take up to 2-3 weeks for them to settle.

Bit of a mystery then really? They should like it there...
Maybe I've been sold a pup! The young leaves look nothing like holly or thistle.
Maybe I planted them badly. I'll make up a gritty compost mix & put them in 8 inch pots in the sunniest spot on the warm paved area, give them a chance to bulk up

Hi Darren, Eryngiums are divided into 2 groups, according to their cultural needs, group 1 species need a dry, well drained, poor to moderately fertile soil, in full sun, and protection from winter wet.
Group 2 species grow in moist, well drained, fertile soil, in full sun.
E gigantium, [miss wilmott's ghost], is a group 1, and is not always a biennial, but a tap rooted short lived perennial, usually grown as a biennial, as the flowering reduces quite a lot in the third year, Derek.

Thanks Derek. I'm sure I've got the packaging somewhere