Messing with a new fish will stress it out. Really, if he was dying inside that rock, was you poking at him going to save his life? If he's a goner, he's a goner, and there isn't anything you can do about it.
That said, I'm still not sure if he's dead or alive.
I have two mandarins in my tank. I see them MAYBE once every three months or so. And when I do, it's only one or the other, never both of them. Like Alexander said, when I got my first mandarin, I didn't see it for many months, and I thought it had not survived acclimation. But they're in there.
Give new fish a chance to settle in. If they want to hide, let them hide. Some wrasses can be timid and can take several weeks to adjust and start coming out.