Worried about my goby - not eating

I'm new to the marine side of the hobby, just set up a nano reef and earlier this week (June 20th) I added my first fish, a 'yellow face prawn goby' ([IStonogobiops xanthorhinica[/I]). Water parameters were good and haven't changed since adding the fish (NH3/NO2 0, NO3 0-5, PO4 0.25, salinity 1.022). He ate very well Monday night, Tuesday and Thursday, paired up with the pistol shrimp less than 24h after I put him in the tank. Yesterday I added a new fish, a 'yellow-fin fairy wrasse' (Cirrhilabrus flavidorsalis). Both fish ate dinner together after I did a 10% water change, and everything looked fine.
This morning the goby didn't come out to eat. I saw the pistol alone, and thought that was a bit strange. Tonight I saw the goby, and he looks pretty unhappy (mouth open, biting at the pistol) and refuses to feed. I put some frozen brine directly in front of his nose, he ignored it. I'm quite worried, not sure what to do - other than looking angry, he looks healthy.
If anyone has any ideas, please help, I'm at a loss.

Unfortunately, it really looks like something's very wrong - the goby's out in the open, and seems to not be able to fully close his mouth. He's not reacting as I'd expect (not hiding or moving when the shrimp bumps him), just sitting in an area of high water flow pumping his gills. He's in the corner of the tank, standing on his tail with his head pointing straight up. I'm starting to wonder if maybe he's been hurt somehow, or swallowed something like a piece of sand and can't breathe or eat properly. I really hope I don't lose him, but I'm not sure there's anything I can do.
Water tests:
NH3/NO2 0, NO3 nearly 0 (<5), pH 8.1, PO4 nearly 0 (<0.25).

Not really, that's what's puzzling to me. He's a little pale, looks similar to a newly shipped fish (stressed). He's just non-reactive, standing on his tail and breathing hard. He's moving around in the tank, spending time in one corner, then hiding for a bit, then coming back out and 'standing' in the opposite corner. All the other inhabitants are behaving normally.

Just in case it's important, when I purchased the fish he'd been in the store a week, was eating, and looked great. I dripped him for around an hour - the salinity in the store tank was 1.020, my tank is at 1.022.

It's aragonite sand, 'sugar sized'.
I'm afraid he's a goner, looks like there's no hope. His gills appear swollen, or puffed out, and he's swimming in an erratic fashion. He looks 'tucked up', his tummy is concave (wasn't that way yesterday). Poor little thing is very weak, I found him stuck to the filter intake - I thought he'd died, but when I went to remove him he swam off, and I can't bring myself to euthanize him just yet.
I feel like I've done something horribly wrong, but I can't figure out what. I don't want to make this mistake again, so before purchasing any other fish I'm going to sit down and research my tail off. I hope it's not a problem that started at the store, I got him at work. I suppose I'll have my answer if the wrasse begins to look poor within the next few days, I'm crossing my fingers.
All the other inhabitants seem fine, and AFAIK for the most part inverts are more sensitive than fish. The pistol seems happy, constantly moving the sand around, the hermits are busily munching away on everything, the emerald crab eats like a pig and the new snails seem fine, moving s-l-o-w-l-y around on the rocks.
The only thing I can think of is food-related: I've read that gobies need to eat frequently, and they were only being fed a little bit of frozen food, once a day at the store (and possibly being out-competed by other fish in the tank). This fish seemed okay but certainly wasn't what I'd call plump; as soon as he arrived, I began offering him frozen 'enriched' and 'spirulina' (gut-loaded) brine shrimp and mysis shrimp several times daily - I wonder if he'd been starving, and this was just too much at once, or maybe this isn't an appropriate diet?
Poor fish, I feel terrible
[Edit] I'm not sure if this is significant, as maybe this species of goby doesn't 'sift', but I've started doing some reading and keep coming across information related to nutrition that marine gobies obtain by sifting sand through their gills. My goby did not do this - not once did I see him sample a mouthfull of sand or even come close. Just trying to include every scrap of information I can think of... [/edit]
[Edit #2] I euthanized the poor fish after he ended up stuck to the filter intake for a second time - he's obviously beyond hope. What an unfortunate experience with my very first marine fish, I hope I don't have to repeat it.[/edit]