butterfly ???

[Delphinus]

There are varying degrees of suitability for captivity among butterfly fish species for reasons that vary from "they just die" to "they eat corals" to "they only eat corals" (obligate corallivore). That said there are a few species that are planktivores and those usually adapt well. Wetwebmedia.org lists kleinii as one of the more suitable butterfly fishes here http://www.wetwebmedia.com/bstbfshi.htm

But two things about butterflies that are pretty universal: they are notoriously skittish and stress out very easily, and most are pretty destructive to a reef as they will pick at corals.

Hopefully yours will settle in over time. It can take up to a week or even longer for them to settle in and get bolder. Also make sure there is nobody bullying him.