First of all, please DON'T add another female until you have figured out and rectified the problem in your seahorse tank.
It's possible the seahorses had an existing problem when you purchased them if you didn't buy from a reputable seahorse breeder like seahorsesource.
All too many stores sell imported seahorses from systems connected to other tanks with other marine fish and inverts, exposing the seahorses to parasites they haven't grown up with and often succumb to. In addition, most of these stores do NOT have knowledgeable personnel on seahorse keeping.
With the early advent of a death and the non eating of this male might indicate a previous problem, it is still possible that the most common problem of seahorse deaths is the problem and that is, water quality.
Seahorses are SO prone to exterior and interior bacterial infections, and, interior organ problems, both stemming from water quality that over a period of time degrades to the point that the water is promoting the explosion of nasty bacteria affecting these maladies.
There are NO test kits available to the hobbyist that can tell you when this is occurring in your tank so extensive husbandry and water changes must be done PRO-ACTIVELY, not re-actively when it's often too late to save the seahorses.
If you already have salt water tank experience, for a seahorse tank, start out knowing that you will have to do more for that tank than for a reef tank, as almost all reef tank inhabitants will have FAR better resistance to the problems seahorses fall victim to.