You better be doing a few water changes now, one now and another in a week. Sorry to hear that your anemone didn't make it
Anemones are sensitive and require a real stable and mature tank, not to mention that they don't ship well-hence sensitive. If you have clownfish, I wouldn't worry about getting another, instead you can give your clowns a nice cave or overhang to retreat to or there are lot's of hardy corals out there that clowns will take to as a surrogate host.