I know many may disagree, but I would personally contact the breeder, who should have some sort of return policy, and send them right back. You should not have to deal with issues that shouldn't be yours in the first place, and the option of returning them should be available to you and maybe one you ought to really consider.
That being said, if you cannot return them, or now feel compelled to bring them back to health, quarantine them properly...as far from your main collection as possible. Apply your mite treatments, and give them temps a couple degrees higher than normal. Then get them to a vet ASAP, like tomorrow.