That was only his 2nd game and 1st start for Real . Hazard will be alright. La Liga is generally easier to play in than the PL particularly for a highly technical player like Hazard and say what you want about Madrid right now, they have better players than Chelsea had when Hazard was there.
I'm more concerned about Zidane who tactically has no idea what he's doing. Madrid have no plan or idea going forward and are rubbish at the back. I don't see things getting better for them when they face top level opposition under that manager.