Just as you cannot keep male bettas in the same tank, you cannot keep females in the same tank. Female sororities can be done successfully, but you need a lot more females, in a species only tank, and it's rare that it works. It worked for me because I had the experience, but I still wouldn't recommend it.
You need to return the new female.
You also have a poorly stocked tank. You shouldn't keep tropicals (warm water fish) in with goldfish (cool water fish). I suggest you research each species to see what the temperature range is.
What size tank and what's in it? I can't see the aquarium info.
75: blood parrots, featherfin cat, emperor tetras, turquoise rainbowfish, BN plecos, japanese trapdoor; 46: WCMM, gold inca snails, ghost, bamboo & amano shrimp, kuhli loaches, rummynose & ember tetras, endlers, platies, flame gourami, guppies; 16: pygmy, peppered, loxozonus corys, otos, assassins, RCS ... ~ Research PRIOR to purchase.... ~