If she seems lethargic, she could be egg bound. But it could also be the temps. The 4 week olds might have come straight from a brooder under a heat lamp and might actually still need quite high temps, whereas the older one is fully feathered and might have lived in a cool place. If you can't tell whether it's the temps or she's egg bound, you can try placing her in a cool place, inside your house for instance, for an hour or so and see whether the panting stops and the beak closes.
If it doesn't search this forum for 'egg bound quail' to get advice. If it does, you might want to make sure the cage is in a shaded area, perhaps a place with some wind, make sure they have plenty of water, and perhaps place a shallow pan of water in the cage for them to walk through to get their feet cooled off.
Also, if she doesn't lay any eggs, that doesn't have to mean she's egg bound. Quail tend to stop laying eggs for at least 2 weeks after being moved. She might lay a single egg today or tomorrow, but most likely she'll stop after that and not go back to laying for a while.
Make sure you feed them something high in protein (at least 24%) and the one laying eggs will need a calcium supplement.
I wonder how the seller determined that the A&M are female. As far as I know, those can't be sexed till at least 5-6 weeks old..
