It would be unusual for you to have a female pintail fairy wrasse, divers collect the colorful males because they make more money off of them than they do the females.
Sounds like your Mel maybe losing interest. Hopefully he starts to leave the lubbocks alone, too.
An acclimation box is helpful when introducing new wrasses to an established wrasse. Even a sand burying wrasse can be kept in an acclimation box for a few days if you put a small container of sand inside for it. The trick is to feed the tank through the acclimation box. The new guy in the box will get first dibs on the food so it won't have to compete with the others and the established wrasses will be forced to see the new guy and watch it eat. Whatever the new guy doesn't eat will float out of the acclimation box to the other fish. This forced interaction will make the introduction go smoother.