Welcome to the hobby and sorry for your losses... This hobby can be frustrating sometimes.
I have a couple of questions, that I am unsure if you already answered,
How big is the tank?
Did you rinse the Mysis shrimp before use?
What are you using to top off the tank?
Is there any Algae, Dino or Cyano growth?
Do you have enough flow for gas exchange?
It could be a multitude of things that could cause this and it could be as simple as the fish were diseased or as complicated as some kind of toxin leaching in...
Like some others have said I would maybe start with a single clown before adding anything else and see what happens, keep a close eye on it for disease and stress.
Another thing that would be helpful is pictures of the set-up.