Keep trying the frozen PE mysis, Rods, and chopped shrimp and scallop fresh from the grocery store. You also might try live brine shrimp and live blackworms. It can take regals a while to start eating, particularly if they are large to start. You can try soaking the food in garlic extract as that frequently helps to get fish started eating.
Regals can be somewhat shy initially, so you might want to stand back from the tank. Is the regal in a QT or did you put it directly in your DT, and what other fish are there?
Mine eats just about all of the normal foods, including mysis, spirulina enhanced brine, chopped seafood, Rods, pellets, flakes, live blackworms, ON Angel formula, etc. It eats just fine from the water column. Keep trying, hopefully yours will get hungry enough to start eating.