That's awful
Well, I think first it should be determined how the animals died. I doubt that they stuck the box in a microwave... what else could have happened to it?
How well was it packaged? Correctly packaged, it should be near impossible to kill herps being shipped unless they are exposed to extreme conditions.
So, like I said, you'd need to find out what happened to the animals before taking any action.
Hopefully it all works out and you can somehow get reimbursed...