Seahorses have a tendency to find a favorite hitch or two and mostly just stay there, especially when they are stressed. As long as they are actually hitching (wrapping their tails around something and sitting upright), I wouldn't worry. However, if the flow is too high for them, they could be exhibiting hiding behavior because of this. Seahorses are slow, drifting, swimmers and can't easily handle powerful directed flow like you would find in a reef tank. What is your turnover rate and what are you using for flow?
Seahorses change color for a variety of reasons and usually it is no big deal. Eventually you will be able to figure out if they change a particular color because they are stressed or for mating, etc.
How are they eating? The Kelloggi in the U.S. right now are primarily net-pen raised in the ocean, and come in with many of the same issues that wild caught seahorses do. There is even debate to whether they are actually Kelloggi. If they are indeed Kelloggi, they will eventually need a larger tank (and taller tank) than the 30 gallon. Considering this, it would be a good idea to keep their tank temperature under 74 degrees to prevent disease, and look into de-worming them to rid them of internal parasites.