I fully sympathise with you. Last year I collected a swarm in a straw skep, by the time I got home it was dark. (Very late swarm caught at the end of August/early September)
Due to the time, instead of hiving them I placed them into a National hive but left them in the skep until morning. The skep was covered with a tea towel fastened tightly to the sides. Although I got up early it was to late the bees had perished through heat exhaustion.
Bees can and do become stressed during the swarming process/capture and transportation.
We often learn at the loss/cost of our bees. I am not the first and you are certainly not the last to lose bees.