Has it reappeared? Blue linkias are very pretty, but very touchy and recommended for experts only with an established reef tank. I woudl not even consider one for my tank at this point.
Recommend you find it and remove it. If not properly drip acclimated it may have already died and will surely foul your tank.
Six months from now if your tank is doing well a small orange or red linkia might be an option.
How much did you pay and did the LFS
ask you any questions about your set-up before selling it t you? If it is still alive I would try to return it. IMO
,it is totally irresponsible of an LFS
to sell this to you if you accurately represented your situation to them.
If they did find a new LFS