How long did you acclimate for? Is the tank newly setup?
Itsounds like the star is slowly melting away, at thispoint there is nothing you can do. It will only continue to get worse until it literally falls into pieces.
I would call Live aquaria up, tell them about the star fish and the cucumbers. I would replace the star with something else.
Sand sifting stars are hard to keep just having one, but having 3 total is going to be impossible to keep alive in that size tank especially if it is a new setup.
Satefish are very sensitive to any change in temp, salinity, and need to be kept in a tank that is mature or around a year old.
They eat and only eat pods and living wormsetc in the sand bed. Even if you had a refugium filled with pods they will slowly starve by out competing eachother for food.
Sorry that you had to go thru this, but Live aquaria should post a warning or something similar, so people know how to rightfully car for them so they dont die.
I am not saying you are at fault at all, but live aquaria is.