I have never had a problem with them but have always heard they could be killers and are not reef safe.I would actually suspect the sallylight foot crab of eating your fish, they are not fish safe.
Gobies can be jumpers so check behind the tank and in the overflow if you have one.
we have him in a 29 cube, have still had no sign of him, gotta figure out how to get the sally out of the tank, thanks!