Hmmm, did she say anything about fertility? Or whether she had incubated any? Most folks (at least the responsible ones) will check for fertility before selling eggs, although that is still no guarantee. But if earlier eggs are fertile, the later ones from the same hen (barring changes) are more likely to be.
But all sorts of things could have gone wrong... the eggs may never have been fertilized, they may have been stored improperly, handled badly -- obviously something went wrong, or she didn't check or they were misrepresented -- awfully hard to tell after the fact. There could be problems with the equipment, of course... a finicky incubator can ruin a load of eggs pretty darned quick. I'd be looking for whether the eggs were all "clears" with no development at all, or if there were any "quitters," because that would spell two different situations to me.
Definitely, next time, check for development by candling at 10 days. If you do a good job of candling with a sufficiently powerful flashlight and sufficiently dark room, and there's no spiderweb of developing veins at 10 days (or worse yet, no air sac), pull the egg out of the incubator and crack it open. Check for whether it appears to have been fertilized -- that will suggest whether it's a lack of fertility problem (i.e. something wrong with hen or peacock process), or whether it's an egg handling problem, contamination problem, incubator problem or what. I don't think there's anything wrong with asking a seller up front whether fertility has been checked while you are negotiating an egg purchase.
If it turns out the egg was actually fertilized (get those photos from @Birdrain92 ) and it failed to develop, or partially developed, then there's a whole long list of things that you can look at and try to fine tune for your altitude, humidity and hatching conditions. You've probably already heard that pea eggs are harder to hatch than say, chickens, but there's folks here that have learned how to do it successfully. We'd be glad to help walk you through it. But, of course, if the eggs aren't fertilized, it's too late to fix the problem once the shell is on...
Or you could always just buy live chicks -- guaranteed those came from fertile eggs
