Personally, i would wait to feed them until the next day. And the lights off thing is more for when you add another fish and you might have some aggression issues. And by fans do you mean powerheads? I would leave them on, they wont mind the flow and it keeps more oxygen in the water for them.
If this was me, i would go to another store or wait until they get more clowns in. Clowns should be really tough, so to lose one to possible acclimation issues would make me suspect an underlying issue to start with.