Just wanted to chime in on this thread. I bought three Purple queen anthias about 6 months ago before I knew anything about them, was convinced after reading up on them when I got home (and yes, I have been doing this long enough to know better, shame on me) that they were doomed, but I was able to get them on Cyclopeeze in QT. I did notice that they preferred the whiter particles of food and would ignore the brightest red ones. It turns out that I also bought 3 males.
I also have 5 dispar anthias and all 8 of them school together. As of now the purple queens accept both frozen and freeze dried mysis (both PE and Hikari brand), brine shrimp, diced scallop, and Pacifica Plankton. They've not lost any weight, but they've never plumped up like the rest of my fish. Unfortunately I haven't been able to convince them to eat any kind of pellet, which are fed to the tank via an auto-feeder every morning. Does anyone have any tips? I have to go out of town for a couple of weeks in October and I'm not sure I can get someone in to feed them frozen foods every day.