This is one of those 'mystery solving' times where you try to go through all of your variables... temp, humidity, incubator fluctuations in either or both, quality of the eggs, etc. Once this episode is over, and you are sure they DIS (died in shell), be sure to eggtopsy them, looking for clues as well. Its kind of a heartbreaking process, but for the sake of future hatches, cover all your bases.
Almost always, the blame lies somewhere with the incubation technique - although rough handling of shipped eggs is a close second.
Bummed for you - I know this is not the way you wanted to begin.