The nose down thing is fairly normal for lions. It should "level out" in a couple of weeks when it gets more comfortable. As feeding goes, it can be tricky to get dwarf lions to eat sometimes. For the first while I wouldn't be too worried if you can't get it to eat prepared. You may have to entice it to start eating with some live food. Small mollies if you have to but live shrimp ideally.
Whats your lighting and rock structure like? They like lots of caves and overhangs with subdued light.
On another note, you should start thinking bigger tank...soon. Your fish will get to 7-8+ inches and lions grow fast.
Good read if you're interested
http://reefkeeping.com/issues/2002-11/fm/feature/
Good luck