Damsels are not a great fish to have in any tank if they are placed in first. Can create many problems for fish smaller and/or same size. I'd return them straight away.
As for the Pseudochromis I'd place him in QT
and monitor his wellbeing until he physically is back to 100%.
The goby is probably hiding, I wouldnt worry too much.
On the other hand a 29gal is way too small for a foxface, I'd look at housing him elsewhere, a recommended size for a foxface is generally 55gal or more.
Once you have fixed these problems you should be back on track..
A suggested livestock listing once everything is fine should look something like this:
Plus 2-3 more smallish fish
Maybe another same species clown,
And look into grabbing some shrimps; fire, scarlet, cleaner etc, these do not add to the bioload.