Just a reminder that you you don't want actual bubbles in the tank because they can be harmful to octopuses - it's possible to use an air lift, but generally you can generate enough oxygen in the sump. Proten skimmers vary by brand and by adjustment as to how much they oxygenate. A wet/dry filter also helps. Having the outflow cut the surface of the water adds oxygen as well.
I feel your disappointment and we all share your sadness. This has been the worst year I can remember for octopuses not surviving shipment. So much so that I wondered about possible changes on the shipper side and asked Kara (SealifeInc) if she has noticed more DOA with other animals. She replied that she had not seen a notable change.
You can expect arm amputations with any wild caught octopus. After you watch one hunt, you can see why. What you want to see is new growth where an arm has been amputated. If the ends are ragged, self mutilation is always a concern and is often a precursor to death. New growth (looking like a little string in the beginning) is a positive sign that the animal is healthy enough to be regenerating.