Don't feel to bad, I breed my own crickets. I have for about three or four years. For the last two years I have not had to buy any.
With that said, In the first couple of years I would by crickets to add to my colony and they would die within a few days. They were kept exactly like my exsisting breeders. So, I stopped having them shipped and picked them up at a west coast reptile show, they too died within a day or two.
Got me, I think adult crickets do not like to be shipped, it stresses them to death.
On the otherhand, At one time I bought crickets from a friend that bred them in Phoenix, we would meet halfway and have dinner and exchange money for crickets. Those crickets never died. I may lose one or two over the week. Cheers FR