Your lobsters were packed to order, live and kicking and shipped overnight. Since they have traveled a long way they may have tired. (Note that cold temperatures make lobsters sluggish.) In most cases, as long as the packaging material is in good condition, and the refrigerant is still cold, your lobsters will be fine.
Cook lobsters even if they appear motionless. This is also true if a lobsters has been damaged or dropped a claw in transport.
In the unlikely event that a lobster has died, it is usually acceptable to cook if it is still cool to the touch and if the other lobsters in the shipment are still alive. Cook them up! The tail of the lobster is the best indicator of its freshness: it should curl under the body and be somewhat firm not watery or mushy when cooked.