Your wrasse, as you have already noticed, is NOT reef safe!
A pain in the butt for sure, but you may need to remove your liverock to catch him. There was one in my tank (a christmas wrasse) when it was given to me a few years ago and I had a devil of a time getting him out of there. Fish traps were a joke for this slippery dude. I took out all of the rock and finally caught him. Even without the rock it was hard because he was quick!
ALWAYS pays to do in depth research before purchasing a new additon. Saves you alot of time and losses and aggravation and saves the freaked out fish from the experience as well.
Although there are several LFS employees on this BB that seem to be very responsible and genuinely care about the livestock they sell, MOST LFS's hire folks who haven't a clue about saltwater stuff and will tell you almost anything at all to make a sale. Never trust a LFS opinion on anything until they have proved themselves trustworthy. Remember, they would like very much to seperate you from your money!