As long as you don't keep shrimp or small fish in your reef, you would be fine. Your lion wouldn't be interested in the corals.
I've kept a Volitan with a Coral Beauty, so a Flame would be okay depending on the sizes of each fish. It would get riskier as the Lion nears adult size, but perhaps growing up with the Flame might be less inclined to see it as food if also well fed.
I think the Lion would stalk the Anthias and wait for just the right time to snatch him up for a meal - and it probably wouldn't take long.