If he's anything like other wrasses, he's buried himself in the sand. I used to have a yellow coris wrasse. Put him in tank and didn't see him for 2 days, then suddenly his head popped out of the sand, then he started to swim around. Cool fish. But for a couple weeks he would bury himself in the sand at night. It's just something they do when they're not sure if they're safe. Just be patient.