Stress may not always be apparent. How about nutrition?
>I have dipped the lionfish. (fresh water/formalin). I put him back in the display. The wrasse at times will rub against the rock. This is leading me to believe they may be infected. >>They most certainly are infected. The formalin is questionable in its efficacy in treating ich. However, the issue you now have to deal with is that you have either Cryptocaryon irritans or Amyloodinium infesting your display. There is only one failsafe method that I know of to rid your display of it.