The females are highly suspect. If all you had in there was 2 females , a male and the cories, it was almost certainly the females.
Mature females and males of B.Splendens should NOT be kept together in the same main tank unless you're spawning them, and even then you remove the female straight afterwards.
Even when breeding these fish are not gentle, they chase and nip eachother before wrapping.
All this biting and beating eachother up is why it is reccomended that males and females be kept apart always unless breeding ( or immature ) Males don't fight only eachother!
A lone male will usually tend to chase a female around a LOT, and even without nipping the stress of it often ends up being a factor in death.
Or as in your case, if more than one female is in the tank with a male, ganging up is pretty common unless the male is a real bruiser, and what's happened to your male is not unusual at all.
Did the place you got them from tell you to put them together?
Also how large is your tank and is it well planted or have a lot of hiding places?