Sorry to hear that...
As to whether or not the frog would be contagious, it's probably not a threat to the new one in his tank, especially if it was cleaned before the new one was put in. Don't know a lot about it in frogs, but usually sepsis is the result of another underlying condition. It can be caused by something like toxicity in the bloodstream from a perforation in the gut; not necessarily something contagious. If the frog only went septic after you brought it home, my guess is there was probably nothing dangerous present while it was in the store.