Not much more you can do except persevere and keep mixing the mysis in with the brine at every feeding. It will eventually become an acquired taste for them.
I have the opposite problem with some of my seahorses not taking to live brine shrimp, juveniles or adults.
As for the clowns, as much as you may feel they are behaving, the seahorses may not perceive it to be so and could sometimes be stressed.
Also, if you have reef fish in the tank, that normally means warmer temperatures than is recommended for keeping seahorses.
Because of the history of severe bacterial problems with horses, temps are recommended to be below 74°F with many keeping them in the 68° to 70° range.
In any case it would be wise to have a selection of meds on hand that you can treat your horses with in a quarantine/hospital tank if/when something happens.