could be the small tank he is in. lionfish get HUGE ... they need a lot of room. i would suggest trying to return him to the
LFS or giving him to someone with at least a 100 gallon display tank or
FOWLR tank. he is likely extremely stressed from the tiny tank he is in.
unless you have a
metal halide or
T5s on the tank ... i would also suggest returning the anemone. they need more light than most all in one tanks can provide with stock lighting.