I've always heard that melon, squash, and cucumber seeds do better if they are just sowed directly in the ground once the soil is nice and warm. Don't know if that has anything to do with anything in your case, but maybe you could try a direct sowing to see.
Only other thing I can think of is, did you harden the plants off? I lost several things in my first years because I would bring them home from the nursery, stick them in a dim utility room for a week and then plant them out under the hot sun without hardening them off.
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