Okay, couple things to consider...
Sounds like a possible outbreak of disease, maybe velvet. I presume you didn't quarantine them? From someone who has worked for 10 years at several LFS, I can tell you quarantining marine fish is vital. You've got stressed out, wild collected fish likely from multiple regions of the globe sharing the same water...
Also something else; how did you acclimate the fish into your tank? Many LFS keep their salinity way down (1.016 or so) to combat parasites, if your tank is at a higher level, a quick acclimation could be disastrous.
Nitrates of 10 are nothing, certainly not the cause of your fish's death. The water in the LFS they come out of was likely 50-100 ppm. Don't believe me? Ask to check, you'd be shocked to see what most big fish-only display tanks read at.
Diatom algae spikes are a normal part of starting a tank, especially if you are using tap water instead of RO. Cleaning a cannister like the FX5 so soon isn't necessary, and it won't really effect the algae. If you over-cleaned it (like rinsing in tap water) you may have nuked the beneficial bacteria and caused the nitrite spike.
Brine shrimp might be crap, but I very much doubt it killed the trigger within a few weeks.