one of 3 things is going to happen with the Lion.
1.) He will never eat prepared/frozens. You'll keep giving live food.
2.) He will eventually get so hungry he will eat anything.
3.) he will die of starvation.
The trick is figuring out the fishe's threshold. Sooner or later if you don't feed it he will get hungry and probably try to eat the frozen food you offer. However you don't want to wait too long and kill it if it continues to refuse it.
The fish should easily be able to go 5 to 7 days with no food. I would feed it a meal you know it will eat today, then wait 3 days and try to feed frozens, if it refuses try again the next day, and so on until day 6 or 7. Observe the fish, if it looks like it's not doing good but still refuses the prepared foods, offer it live.
The other question is how are you trying to feed?
Do you just drop in the food, use a feeding stick? I would try stringing up some food on a fishing string and dangle it in the tank for a while, maybe an hour or so. Give it a jerk every now and then and see if it bites.
And the other problem, are there any fish competing for the food? I had a trigger with a lion fish once, and the trigger would eat up any frozen foods before the lion could even see it was in the tank. same went for live foods actually and I ended up having to take back the lion fish.