You already have chickens. I don't know what that smell is but this sounds like a case where quarantine is a good idea. Keep them as far away from your other birds as you can. It may be something as simple as they got poop on themselves when they were transported but you might want to talk to a vet about a fecal sample. Does one of them have a sour crop? It may be nothing but to me an unusual smell is a warning to be careful. Maybe give then a bath and see if it clears up. Use a dish washing liquid like Dawn and don't let them chill until they are dry.
I generally don't like to treat unless necessary. Definitely check for mites and lice. It's a little harder to check for worms if you don't do a fecal sample, especially since the stress of moving may cause digestive upset. If you are going to quarantine them i won't hurt to treat them for worms, mites and lice either for that matter.
