Sometimes the stress of shipping does them in. They will be alive but don't make it more than a week after shipping. They are small, and we cannot monitor how they are really doing when in colonies like we keep them in. What you are all experiencing sounds very typical in my experience. Just be patient, they are bugs afterall.
Male dubia have much shorter life spans than females (3-6 months after molting, compared to 6-9 months of the female). Male dubia are also territorial, they will fight or combat with other males for open/better breeding area, females, etc. They seem to use more energy in their life compared to females.
Wash your fruits very very well, all fruits, before you put them in there to be eaten. Make sure you are not using any harsh chemicals for cleaning the cage. A weak bleach solution is safe, but dawn has much better emulsive properties to get the greasy urine of the dubia off the cage. (dawn is also very good for cleaning fruits)
I have 15,000+ adult dubia, and lose 50 or so a week.