This is definitely not a very good moment for me. I lost a zebra finch today

I guess it was sick since I bought it. I have also posted asking for advice on falling feathers, but then it was looking to be half-active. Last 2 days it was not moving nor eating well. It was ok in the morning, sitting on the end of the perch in the top most corner of the cage. Afternoon, we saw it dead.
I cleaned and washed the cage bottom and half of the sides with water, changed the news paper, washed the water bath well with running water, replaced my seed box and washed all removable perches. This was to make sure that the cage doesnt have anything left over from the dead finch, like poop, feathers etc.
But I have 5 others in the cage, looking very active till yesterday. Today, after the death of one of them, they all look sad (or may be its an illusion). They aren't flying that often, nor are they fighting anymore.
One thing i see in all birds, more today, is that they keep pecking their body, as if they were scratching. they dont seem to pluck feathers, but just scratch, under the wings, under body and side. They scratch a lot today. Is it normal for a zebra to keep its head behind its neck (not udner wing, but above the wing and sleep)? One of my zebras does it sometimes.
Do I need to give them nests to sleep in?
Is there something I need to do? Something I must give them?
Im a member ONLY in this forum and I request someone to PLEASE help me saving others.
Thanks very much.