There have been two cases of colonies needing to replace queens. The old queen was killed and the next day a purchased caged queen was put in. In both cases the new queen did not survive. I'm thinking they are eating through the candy way too fast, long before they accept her. It may happen with a third one that someone just installed.
I'm going to suggest you tape over the candy end and force the queen to be in her cage for four days. Then take the tape off and let them eat through the candy or if it's obvious they love her, you can release her then. Better safe than sorry.