This sometimes happens with cichlids some of them have rather aggressive relationships, how big was the tank that you put them in? It is always a good idea to stick them into a relatively big tank and put lots of hiding holes (big enough for female too small for male) for her to hide in if things do go pear shaped. It is more common when you just buy a m/f of a species and don't allow them to pair off naturally however it sounds like you had a good group so you should have been ok, are you sure you caught the right m/f?