Why? Chickens are smart, the egg was probabily bad... Have you cracked it open?
About the thermometers. Recomend using a human body temp thermometer... One that you put under your tounge. They have a small temp range and are very accurate. You can use this to calibrate the temp on the bator and any other digital thermometers u may use.
As far as humidity goes, well, very hard to get accurate meter without paying lots. I found its trial and error. For the first 18 days I just one or 2 shot glasses as the humidity was way to high (bit of a compromise on dry incubation) hatching is in a different bator, which is kept flooded and in the bathroom, with water in the bath... To max out the humidity during the hatch