I had the same problem with my most recent lion. He wouldn't come out unless I was feeding, and even then sometimes he would stay hidden. Then I got some ideas. I moved all my rock away from all glass, so there are less caves on walls. Second, I moved around feeding time. Once they get on a schedule, they will only come out when they know it's feeding time. If you feed them all over the day, they never know when you might drop some food in there. Now, he's out about 75% of the time. When he's not out, he is hanging behind a tube. (I have a 55gal eclipse, so there are two) The rest of the time he will sit around in the front, hang out on the rocks, and swim from one spot to another. I was about ready to trade him for a Russells, they look very similar, but are way more social. Now that this one has changed his ways, I couldn't see getting rid of him. He has grown a lot, and he's my bud. He eats from my hand! (I always keep it out of the water in fear of him accidentally thrashing and poke me though)
Just be patient and if possible, do the two things I did and see if it helps.