When you have a dead in shell, carefully open the egg on the end that has the air cell. A small membrane separates the embryo from the air cell. If this membrane has not been broken, the death is most likely caused by the egg being chilled early in the incubation process. The first trimester is the most critical period. An egg chilled during this time will often continue to develop, but will fail to break into the air cell and will die without hatching, (late death) .