I'm going to go against the grain here. I would not put a dwarf lion in a 30g tank. Especially if you have other tank mates and a good amount of live rock. Also you shouldn't have bright lights with one, so if you plan on halides, count a lion out unless you have a good hiding place for him.
As far as tank mates go, any shrimp will definitely be eaten when he gets big enough, or thinks he's big enough since that is it's natural diet. Fish however may be safe, but you're still taking a chance.
Just practice good food association, train him to know that you = food. Surface feeding is a good way to accomplish this. You wont be able to do it right off the bat, but its something I would recommend you work towards. But be careful, I think that's how mine learned to spit water at me
I would not buy a lion that they cannot give you a specific ID on. You don't want to end up buying a lion that will outgrow your tank.
And whatever you do, don't feed it goldfish or any other freshwater feeder fish. Make sure you give it a balanced diet or freeze dried diet loaded with liquid vitamins before feeding.
Red ones - Could possibly be a fun man chu lion...
I highly doubt its a Fu Man Chu, most likely antennata lionfish or a radiata.