It could be anywhere along the supply chain. The fish are caught/bred usually in some country other than the UK. They have to be shipped to the UK via an importer with a licence and delivered to a wholesaler (though I imagine that some wholesalers are also importers). They store the fish until a shop orders them, then they are shipped to the shop, where they spend their time until the customer buys them.
I know that fish do arrive in the shop dead - when I was trying to locate some more emperor tetras, the shop I went to said they'd order some in. One wholesaler could deliver in 2 days, the other in a week. I asked which she would get and she said she'd wait for the week one because they'd never had a fish die from that wholesaler while it was common for some to arrive dead from the 2 day wholesaler, and more die after arrival.
Some shops treat their fish so badly they die soon after purchase.
So what I'm saying is yes, the fish from that shop might be weak/already sick, but it could be the breeder or importer or wholesaler or shop's fault. The end result is the same for you though - fish that die.
Your nitrate shouldn't be a problem unless you are trying to keep nitrate sensitive fish - and googling the fish you want should flag up any problems in this area.
Just been looking on Maidenhead Aquatics website. The nearest one to Bridgmere is ~30km away at Mere Park