I would check your water parameters. Fish already in the tank can build up a tolerance as levels increase slowly but new arrivals don't have that. Did you quarantine the fish before placing them in the display tank? I've only had the orange spotted goby of the ones mentioned and it was always out in the open sifting sand, wrasses can be shy and sometimes will disappear into the rocks and sand for a few days, especially in other fish started picking on them. I could usually coax them out into the open with frozen mysis soaked in garlic extract, just put in a few at the time so the smell fills the tank and you don't get a bunch of uneaten food in the tank.
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