hhmm that sounds almost as odd as mine. Was the first female a new guppy you got or is it one you've had? It could possibly be that the female was sick already before you got it, if it is new, and the fry went with along with the sickness.
For mine, I bought a pair of guppies. The mother was already prego, before I bought them. A day after the birth the mother died, and a day after that the male died. Odd thing is all (well 17/22) the fry made it and are growing great.
How are you fish doing in the tank now? You stated that after that death you also had two males die. You may have to clean out the tank very well before you put in other fish.
As far as moving both the mother and the fry or just the fry, I don't think it would matter too much as long as the tank has been well cycled and the water is clean. I do know however that giving birth can be very stressful to the mother so if you move her it may give her added stress and cause death. If you decide to move her try to move her as soon as possible and keep her in the tank she gave birth in for at least 3-5 days so she can recuperate. It's been my exp. that they won't eat their fry, at least I've never seen it done.
When my guppies give birth I don't change the water for at least a week because I fear that the potential ph, amonia, etc. change will kill them. It is very well filtered tho. I don't know maybe I'm just gettin lucky but I've not seen much of a lost to any of my fry, and now have another batch coming in (6 new fry a few days ago and 10 today).