Well... RIP gudgeon then I guess...
Sorry about your fish/loss of money, but it might drive the lesson home. It's important to quarantine new fish. You had no way of knowing if this fish is carrying a disease or parasites, and introducing him right into your main tank means introducing whatever disease he could have too, and risking your current fish. Setting up that spare tank and observing him for a while could have helped to prevent this, and would have protected your current fish, and given you a spare place to put him when things went wrong.
I suppose you can't drain the water now and refill since it's late there? And by the morning, likely to late for him.
There's always a risk when introducing a new fish to a tank. Even a relatively peaceful species like a platy I moved to live with two other male platies, there was some scary looking displaying and sparring going on when I introduced the new one. They had to establish a pecking order. But it meant I watched them closely and was poised to remove one if it got serious or didn't settle soon, because fish can and do kill each other, and some species are high risk for that, which it seems these ones are.
Poor little fish.