Maybe still settling in, try feed again when the lights are out, it will adjust overtime. If your lion is Young, feed every 2 - 3 days right now, which makes it tough to wean in the meantime, try the frozen daily, if it does not eat, use the ghost shrimp, make sure you feed the ghost shrimp something nutritional first.
If this lion is young, don't starve it to long in between feedings, this is where many lose them, a young lion can starve pretty quick in a tank. When you get it on frozen, you will be better off feeding a small amount daily, once the lion starts to mature, than you can feed to every 2-3 days.
Kaye