First, be calm. I have lost many palys for no reason also, so I began to pay better attention. One thing is temp, spikes above 82*F will kill Xenia and Palys/zoas. If a fungus happens it takes some time to melt them. First they won't open, then they turn brown or white and melt.
The wate changes is a good idea, but there is more you can do also.
One step is to do a 30 min bath in SW with strong dose of iodine. Brush away nay dead polyps before returning to tank.
Another step is to use hydrogen peroxide. Make a bath of SW and enough hydrogen peroxide to make bubbles form on the liverock. Then bathe for 15 min, cleaning again and then returning to tank.
This is an expensive set back, but you can recoup from this thru patience and trades as your system returns to normal. Losing a colony is something that will happen to all of us. We care for our stuff thru very generalized parameters and even the pros will tell you they don't completely understand everything happening in our closed systems.
Do the water changes and the baths(whichever one you are more comfortable doing), and hang in there. To avoid total losses later you could do what I do. Spread your corals around o trusted friends. This way when you have a colony crash, you can frag the ones you gave your buddy and start over for free. I currently keep my favorite corals in 3 of my friends tanks. We never exchange money as we are safegaurds for each other. We are just borrowing tank space in a buddies tank.LOL
Again, do the work advised and then chill and watch some football. You may have to do the dips once each day thru the weekend.
