Ammonia issues can emerge with shipped fish (or any fish) that have been in the bag for a long period of time. In a sealed bag, CO2 can not escape, which in turn drives the pH of the water down to levels where ammonia is less/not toxic. When you open the bag, you release the CO2, the pH can rapidly rise, and the same level of ammonia that was in the bag at low pH now becomes toxic at the increased pH.
The trick is in getting the ammonia level down as quickly as possible once the bag is open. It is best to know the salinity of the shipped water ahead of time, so that you can match your QT salinity to that level. If you don't QT, then it is still good to know ahead of time the difference between the shipped water and your DT water - you'll know how much delta you need to overcome.
If you can't figure it out ahead of time, measure the salinity of the bag water as soon as you open it. After I float the sealed bag, I open it and empty everything into a container. If my tank's salinity and the shipped water are the same, I inspect the fish and then just release it to the tank (I QT everything, so I can easily adjust my QT to match the shipper water salinity).
If the salinity of the shipped water and the tank don't match, as soon as I empty the bag into the container, I double the volume of water by adding water from the tank. Then I keep dumping container water and refilling with tank water every 10-15 mins or so until the container matches the tank, and then I release the fish. I sometimes have to use a heater in the container to keep the water warm, but that's usually only in the winter - room temp is usually sufficient to maintain the container temp, especially since I keep adding tank water to it.
I rarely drip acclimate fish - anemones, maybe, but most fish can handle a short acclimation period. Some fish that don't ship well, or are looking stressed already before I open the bag, I might even skip the acclimation and just release them into the tank - again, that is greatly aided by being able to match the QT to the shipped water.