I would try to get a 50breeder tank(36x18 x whatever depth).
The sargassum is best for a FOWLR(Fish Only With Live Rock) type tank.
Although they have few issues in a full blown reef they eat fish/shrimp(whatever) nearly their own size.Along with resting/perching on the actual corals it would seem a waste to set up reef for them.
They really could be kept with other "predator" fish without much issue IMO.
I think the live rock and skimmer is a good idea as they are part of the best ways to keep water quality up.
Not so sure you need a CUC(Clean Up Crew) and kind of think they are overated!
Any crab(even hermits) are possible food if not just a pest in marine tanks IMO.
Make sure the skimmer you get is rated for 2x tank volume at least.
Most of the time I say keep the macros in the filter ,but having these in tank may really add comfort and security for the fish.They help with water quality no matter where you keep them.
My 2 lionfish only wanted live food when I got them 1+ year ago, but with 2-3 weeks of "training" they will eat any frozen shrimp(thawed) that I offer.
Feeding live food can introduce trouble ,but with the fresh
to salt switch I can only say that feeding freshwater
"live food"(besides ghost shrimp) will not be a good balanced diet for a saltwater fish.My lions ate swordtails(still will), but it is not what they EVER WOULD have found in the wild.
Interesting choice in fish you have ,very cool guy!I would think a tassled file fish would be awesome with it,if you meet their needs?