I usually discard anything not hatched by the end of day 24, assuming no problems with the incubator temperature dipping for any reason. Late death in shell could be a bacterial infection in the incubator or health problems with the parent birds - low-grade infection, persistently infected mycoplasma or coccidiosis, for instance, or problems with the quality of the feed at some point. Mostly, but not always, if the chick isn't strong enough to leave the shell it's not strong enough to have a healthy life. Having said that, I didn't feed my breeding hens any extra oyster shell this year and the egg shells are just a little thinner and the chicks have hatched noticeably faster from pipping to emergence. I guess very strong shells are preferable for broodies and eggs that are going to be packed and transported but not so important for an incubator.