Why did you put her in with your other leo? Even if the animal looked healthy yous hould still always quarentine any newcomer for at least one month. If they look sickly then there isnt even any question, unfortunately you have now expossed your leo to whatever the sick one has. Also, the sick leo will probably not get better while housed with another.
I have rescued a good many leos in that same condition over the past few years and this is what i would do personally:
1. Set the leo up in a tank with paper towels, a warm hide, a humid hide, and a cool hide. Water dish, calcium dish etc. Use an UTH to heat the warm side of the tank to 90degrees and the cool side should be around 80-85.
2. Call the vet and schedual an appoint within the next few days.
3. If she gives you a fecal sample, take it to the vet immediately to be read. Her symptoms sound like parasites, probably from the stress of being shipped and at the petstore. If their are any parasites present, have both leos dewormed as the chances are high your leo might have been exposed. Better safe than sorry! The deworming usually has to be done at least twice, depending on the parasites and the dewormer. Some are a series of dosages 4 days in a row, and some are once and then again in two weeks. Discuss other rehab tips with the vet, as they may have some good ones. If its not parasites, your vet may want to do bloodwork to see if disease is present, or may just discuss some things you can try at home on the assumption that the lizard is just malnorished and stressed.
4. Try your best to get her eating and rehyrate her. Give her daily warm water soaks (do not allow the water to get cold!) to rehyrdate her a little and help give her a boost. Sholder depth warm water is good. Soak her for at least 15 minutes a day, longer if she will tolerate it. If she is too weak to hold her head up, make sure its propped out of the water. Try offering insects first...if she will eat on her own you have gone over a huge hurdle. Try tweezer feeding (dangling the insects with tweezers in front of her or dragging them along the cage floor) mealworms, silkworms, wax worms or crickets. If she isn't interested, try splitting a cricket open and rubbing its insides on her lips, this may interest her.
5. If you cannot get her eating on her own within a few days (maybe 3) I would think about force feeding. Generally i try to avoid force feeding if at all possible as its pretty stressfull, but this little leo doesn't sound like she has much more weight to lose..or time to spare. You can make a slurry out of warmed chicken baby food and calcium powder. For an added kick you can ask your vet for some Science Diet A/D, its a food for really sick animals that can be syringe fed, while the nutrition levels and ingredients are for dogs and cats and are not all that well suited for lizard diets, they are great to use to rehabilitate. Its packed full of "boosters". Use a small syringe and syringe feed as much as the leo will eat...go slowly so you dont choke her. and split the meals into several small meals a day. Continue to offer her live food to see if she will take interest and continue soaking as well. If your vet was waiting on a fecal sample you should be able to get one now 
It is a long process, and it can sometimes run you a bit in vet bills, but it is doable. Its much harder with the smaller lizards, but if you give it your best then there is definately a chance.
My most recent rescue Louise (her pic is below) looked dead when she came to me. She was sickly and pale, every bone in her body was visable, she could barely lift her head and was loaded with parasites. She was malnourished, dehydrated and calicum deficient. She also had an eye infection. Her tongue and insides of her mouth were white. I really didn't think she would make it. But with daily warm water soaks, saline and warm water compresses on the eye and ointment several times a day, a few doses of dewormer, and a lot of feeding, she pulled through. She weighs 60grams now, and is getting(IMO) a bit pudgy!!!

-----
0.1 Bearded dragon (Hannabil)
0.1 mexican Black kingsnake (Morticia)
1.1.2 Leopard Gecko's (Pogo, Louise, Orion, Jeffrey Nothing)
0.0.1 Tokay Gecko
1.0 Blue Tongue Skink
0.0.1 Reverse Okeetee Corn (Autumn)
0.1 Bullmastiff (Asha)
4.1 Cats (Poe, Tucker, Abhid, Felicity, Emmy)