I believe they can co-exist. My black leapard and melanurus exist peacefully together, but there was a little bit of sparring when the leopard was added. The person to talk to about wrasses is BL1 - I believe he keeps a boatload of them in his tank
The leopard wrasses have a habit of having worms, so if you do get one, make sure you get it from a quality source, and you may want to treat it for parasites before putting it into your display tank