Sorry to revive such an old thread, but I am having the same issues here, with an orange tail dottyback (sold to me as a Pseudochromis cyanotaenia/surge dottyback but it looks more like the orange tail...) with some small diferences of the situation described above. What is interesting here though is that when I added a diadem a couple weeks ago (said to be a real problem) the diadem was bullyed a lot by the other dotty and lost part of its tail but the fight didn't last for more than 20 mins, each one went to his side of the tank and things are fine since.
Today I added a six line and almost immediately the orange tail started to harass the six line, which never replied any attack. It is now at the bottom corner of the tank, at the top, but it doesn't seem too scared (yet) although he can't much leave that place for now. It even ate some flakes already but it just seem to not be able to leave that particular spot yet. It's not a full-time harassment but whenever the dottyback is closer to the six-line it goes there and does some stuff.
The dottyback never bothered any other fish that came after him (if it's an orange tail, it's a he, if it's really a surge, it's a female). The six line didn't even tried to find a cave or something either... the lights will turn off in an hour or so, hopefully it can fix things up a bit.