Which tank is that?
Man, you got some big ole' damsels in there...LOL they aren't a problem?
When I first introduced my yellow tang to the tank, my Eiibli angel went after it hard, and my Maroon clown stepped in and ran interference.
Every time the angel would charge the tang, the clown would place itself in between them and chase the angel off. For two weeks the tang and clown acted just like your fish, always together.
They still hang out together 75% of the time, but as the tang has gotten bigger, they tend to scrap with each other more over a certain rock....LOL