Unfortunately, it is fairly common to get lethargic chicks when shipping through mail, that can often be attributed to stress, temperature swings, or often hypoglycemia. The best thing you can do is keep them in a warm, stress-free area (make sure other chicks aren't pecking her), and attempt to get some nutrients and electrolytes inside her which you're already attempting.
Raw egg yolk is a great booster for chicks, but It would be best given cooked, and mashed up because as you saw with your chick, due to the sticky/slimy nature it can be easy for them to aspirate on the yolk. A poultry vitamin such as Poultry NutriDench is a wonderful product - for administering you can soak a cotton swab in the solution, and rub it on the side of her beak. Due to her dyspneic state, it is vital to give small amounts. It is often difficult to keep baby chicks alive in such a state so be prepared for the worst. Let us know how she does.