Hello ChingChai, I will share your sadness....
I had a group of them too... This species is extremely difficult (Pseudanthias flavoguttatus I believe...?).... even harder than the Ventralis I'd say....
What I did was I kept them with only 3 fish in my 150G (2 clowns and 1 mini blue tang) and I only had my actinics on most of the time during my photo period to simulate the deep water condition... (so they'd come out of of the caves) I fed them only with frozen mysis, brime, and planktons 3 times a day. They ate very well and eventually always show up and swim in open areas in the tank. But they just got skinnier and skinnier everyday as they kept on eating more and more..... by the end of the second month they were added into the tank, only a pair were left.... I guess I was lucky for having them for 2 months, but still... watching them die is just a pain. I guess I will never try on this species again....