Without doing a necropsy it is hard to say what killed them. At this time of year I would suspect heat and humidity, unless there was some illness running through the flock.
You might not have enough ventilation for your coop. I haven't had a problem, but my coop/run setups are super-ventilated (more wire than solid, but also lots of shade). I am southwest of Tucson. We've had a couple of days over 115 degrees at my place. There have already been a couple of nights when it was still well over 80 degrees at 2:30 am. Also, at this time of year the sun has been up for over an hour by 6:30 am and it is already getting hot. The heat came on fast this year and the chickens did not have much time to acclimate to it. So heat could definitely be a factor.
Another issue may be the humidity. The combination of heat and humidity is hard on chickens. Even though the temps have not been as high this week as they were last week, the humidity is higher and that may be causing your birds problems. Especially when they are locked up in the coop. Especially if the coop does not have sufficient ventilation.
Ventilation, shade, and lots of water are absolute necessities for chickens in Arizona.
Good luck.