Cold damage is a possibility but seems unlikely if the Phals and Paphs are OK, they are more sensitive than a Dendrobium. Bummer that the vendor isn't making this right. Consider unpotting it and having a look at the roots. If the roots are bad, back to the vendor... root rot doesn't happen in such a short time.
For future orders, take a look at this thread in the Vendor Feedback forum to get some suggestions for vendors that people have had good experience with:
What are your favorite USA orchid nurseries in 2022?