Just wondering.....That unexpected queen you found---was she a virgin or mated?
Could it be that you introduced your purchased queen into the hive when it had a ripe unobserved queen cell or a recently emerged virgin already present. A mated queen (slow and heavy) is considered to be no match against a virgin queen (fast and furious) in the fight for life that is inevitable when they meet up.
That could explain the "mysterious death" of your new queen, but would also answer your question about the mother of the eggs in the hive:
The brood in the cells is probably from the dead queen (depending on how long she was in the hive before her assassination) , but the living queen has her genetics from the queen you wanted to eliminate.
Tim is definitely right about the marked queens sometimes being seen as "defective" by the bees in the hive, but I don't think that applies when the marking has been done properly---not too much paint and no damage to the legs or wings in the marking process.
If it's not already too late, you could try some experimentation and raise another new queen from the eggs/young brood in the hive, assuming that they came from your now dead queen. But that's another story in itself.