They say you shouldn't mix the different lake species. Or, if they are from the same lake, you shouldn't mix the deeper water species with the shallow water species, like zebras and peacocks. I know some of it has to do with aggression and dietary differences. Mbuna should be fed more of a low protein diet whereas peacocks are higher protein.
I'm not too well versed on all the different species, I just know the ones that I like and their requirements.