I'd try to keep a close eye on them if possible. It does sometimes happen that the mother will suffocate the baby on accident, especially if you have too much bedding with them. It also could be possible that it was just a weak baby and nature took its course A call to the vet for some advice wouldn't hurt.

I have lots of experience fostering bottle babies, but I never have the mother dog/cat with the babies. I do know I've seen the mothers at the shelter accidently lay on and kill their babies before though (I mean, I didn't actually see it, but later found out that is what happened).