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I'm so sorry for your loss!! It's always hard to lose a bird, even a finch! I think yes your female is disturbed over the disappearance of her mate but they won't grieve at length the way we would. The first thing to do is to get the body of the dead bird to your avian vet to find out what he died of. And then take it from there. If it was contagious, your vet should be able to give you medicines for the other birds. If your female continues to act abnormally, you should get her also to the vet for a checkup. If you place another bird in with the existing birds, you need to make sure to get a bird of the same energy level as the ones already there. Societies will get along with almost any type of fince but they tend to be pretty laid back little birds. Best of luck to you and your birds!

BW's are usually good breeders, so it is possible that you had two females. Having two pair of finches, of different species, in one cage places them in a competitive situation , so I wouldn't rule out stress as a factor.
I'm assuming these birds are indoors?

I would place the mannikin in her own cage, with a nest for roosting. A Society would make a good companion, but I would watch her for 2 weeks to make sure she's healthy before buying another bird. If you're living in a cold area, supply a little extra heat to help her thru this stressful period.