I kept an orchid dottyback in a 34G with a coral goby and some threadfin cardinalfish. The dottyback totally ignored the coral goby, but began to harass the cardinalfish after a couple of weeks (after peacefully co-existing with them at first).
I wonder if this might not have been as much of a problem in a larger tank, with more hiding places for all of them. On the other hand, the coral goby is a cryptic species, too, and the dottyback never took notice of him, so I'm not sure.
I've heard of other people keeping orchid dottybacks with no problems at all. It really does seem to be the luck of the draw with these fish.