Shipping is stressful on chickens/quail/fowl to begin with and they can be a little weak when they arrive and then not stay warm under the heat lamp. I've lost several this spring for no reason that I could see but I think they got too cool in the brooder.That's likely not it, then. You'll need to describe your brooder setup. There may be a problem there.
Size?
Bedding?
Heat source?
How warm beneath?
Feed?
Water source? Unfiltered, untreated well water?