Did you test your water and everything? Maybe you've got a problem with your levels?
I wouldn't throw in the towel. There has to be a reason. Can you take out the remaining females for a week or so and run comprehensive tests on your tank to see what is going on? Maybe do a 30% water change every day until you've got the proper water to house the fish?
I don't know. I'm pretty new to bettas, but not to having fish. There has to be something making them die. If it was me, I'd dump the tank, clean everything really well, and start over.