i recently had a puffer fish come to me that was all but dead on arrival. after i took great care setting it up and acclimating it but it just sat at the bottom of the tank gasping, apparently unable to move and died later that night. Even if you didnt do anything wrong, i know it's really hard to watch an animal die under your care and feel like you must be doing something wrong.
just be really scrupulous about checking every parameter and make sure everything has been and remains where it should be before giving it another go, and try not to let it get you down.
being transported is a rough gig and more often than we'd like it kills our animals. Do you keep a logbook of parameters? that can help reassure you that everything is stable and regulated