So I recently purchased some male dubia and some large dubia off of DubiDeli.com. When I received them they were alive, but then, just 2 days later they were ALL DEAD - but only the ones I JUST ordered. I had already had about 30 females and some extra small in my bin that have been doing great for bout a month, so I know they didn't die from incorrect husbandry - or did they? My set up is a 18 gallon Rubbermaid tub, egg crates positioned vertically, roach chow and fruits/veggies, and my temps are 80-90º at all times. When I emailed the dubia place, he said the only reason they would of all dies is from improper husbandry, but from what I researched, I am doing everything right! What's going wrong?!
What was the weather like between where they were shipped from and where you are? Perhaps the shipment sat on a truck and got overheated which could affect them. If you added them to an established colony then I'd guess something happened in transit for them to all die that quickly.
Keep an eye on them. If they died of disease then I'd imagine it would spread to your colony quickly if there was that kind of dieoff. If it was only the new bugs I would imagine that my guess is right in that something happened to them during shipping that won't affect the bugs that were already there. Sometimes those trucks get awfully hot in the summer and awfully cold in the winter. You may be able to get a replacement under a DOA guarantee but that depends on the policy of the shipper.