I don't know if hatcheries refund for losses after shipping, though I could be wrong. It is likely just shipping stress. If it is a disease, however, then I would certainly talk to the hatchery about it.
I hope the others get better. Have you tried treating for coccidia?
I'm sorry about the chick you lost.
I used Save-a-chick for some of my chicks that I hatched myself. They were very weak, unable to hold their heads up or eyes open for over a day. But after getting them to drink the vitamins, they got stronger and stronger and are now walking around...
They should have a heat lamp until they are fully feathered (around a month or just over a month). However, they will need a lot of space, even if they aren't fully feathered yet, so you could move them to the coop with a heat light.
Best of luck!