The best way I've found to work through things like this is to remind everyone that there are a bunch of living animals that need our full attention, and to take extra good care of the chicks who made it. Death is sad and it's OK to cry - a little baby animal died. It seems the grief is expounded all the more when efforts were made to save the chick. That said - I would focus on the positives: How lucky the chick was to arrive at your house, and to have people to help it try to get better. And that living with those physical conditions was painful, and now the pain is over.
It's possible the splay leg was the result of something that happened in transit and the poor condition the physical result of the pain.
It's possible the splay leg was the result of something that happened in transit and the poor condition the physical result of the pain.