You're probably not going to want to hear this but I've just come across this in "PocketExpert Marine Fishes"
........(Sadly, in recent years some individuals have failed to survive more than a month; the reason for these mortalities is not known, although collection or shipping problems are suspected by some observers.) ........
I know it's not the answer you're looking for but thought it might put your mind at rest if you know it's not something you've done!
HTH