Mine have always been at the front of the tank, and fish do constantly swim. The only time my Clown relaxes is when he's chilling in his Colt Coral.
As far as food, variety is best. It sounds like you bought like mysis shrimp? You don't want to throw in too many. Just a few and see if the Clown eats them. If he does, add a few more. But don't over-feed.
You should also definitely get them to eat frozen an non live foods (freeze dried, flakes). There's lots of good stuff out there. Try a few things and see what your Clowns like.