Look, we give advice based on our own personal experiences, and the experiences of other people that we know in this hobby. We have nothing to gain from giving you incorrect advice. We're not trying to make money off of you. We're not trying to sell you stuff.
You said yourself that everything you read online said the sebae anemone was "difficult", and everyone that's posted here has echoed that thought. Why do we think it's difficult? Because many of us (if not most of us) have tried, and failed at keeping it. Nearly everyone that has tried to keep it in a new tank has failed, and even a lot of experienced reefers that have tried to keep it have failed.
Take the advice or leave it -- we're here for you to shoot ideas off of and get advice from, but it's up to you whether you want to take the advice or not. Ultimately, you have to weigh the different opinions you've been given and make a decision for yourself what you're going to do. But what does it seem like, when everyone on here and every online reference you've consulted says the anemone is "difficult" and ONE person, the person that's making money off of you, tells you it's not? He may refund you the $12 the anemone cost when it dies, but like I said, anemones will wipe out every living thing in the tank when they kick the bucket.
And an anemone that's moving around is not a healthy anemone. A happy, healthy anemone stays put. A roaming anemone is usually looking for more light, better water parameters or different flow. Most anemones stop roaming after they're put in a new tank in a couple days. If it goes on longer than that, it is a sign that you are not providing for the anemones needs, and it is looking for something that you are not giving it.
About the yellow tailed damsels, most people believe it is wrong and unnecessary to cycle a tank with live fish. Why? Most fish end up being killed in the process. Yours lived. Congrats. That doesn't mean it was the right thing to do. It means you got lucky. More so, your fish got lucky. It's a cruel thing to put the fish through that usually ends up killing them, and there are plenty of safe alternatives to cycle a tank. I cycled my first tank using damsels too. That was 9 years ago, and 3/4 of them died within a few weeks from the tank cycling. If I had known then what I know now, there would have been no way that I would have killed those fish pretty much on purpose. There are better ways to do it. Cycling with fish worked out for you, but I will never recommend it to anyone starting a tank, and any LFS that recommends cycling that way is either A) old fashioned and doesn't keep up with the changing trends and methods of the hobby, or B) knows there's a big chance the fish will die and you'll have to come back to them and buy more to replace them.
Yellow tailed damsels are some of the least aggressive of the damsels. I have one and have never ever had a problem with it, and it's stayed small. But, I have another blue damsel that has killed any fish I've added that was its size or smaller. It has also killed any coral I put in its territory. Lots of people have kept damsels with no problems. But more often than not, they are very aggressive fish. It's the luck of the draw with that fish.
Same with the coral banded shrimp. Just do a search for coral banded shrimp on this forum. I bet you'll come up with at least half a dozen posts of people actually seeing the shrimp go after and catch their fish, even fish that are much bigger than themselves. If not fish, then other shrimp. Like I said, we speak from experience. There are so many reef safe (and fish safe) species of shrimp we can put in our aquariums. Coral bandeds are a species where, if you get one, you run a pretty big risk of them going after your other animals.
Here's another example from my tank: sally lightfoot crabs. Supposedly they are great cleaners, great algae eaters, great scavengers, and they look pretty damn cool too. A few years ago, I researched them, I read up on them online, I spoke to my LFS, and I bought a pair. Within a few months, they were taking swipes at my fish. I didn't think too much of it. Then I watched them take a swipe at, catch, and kill a perfectly healthy sixline wrasse. WTF? Then, I watched them kill a firefish. Then another firefish. I thought, "what the hell? These are supposed to be reef safe!" I googled sally lightfoots killing fish, and sure enough there were TONS of stories online about sally lightfoots going after and killing fish. Of course, none of this came up in my initial research, and my LFS didn't tell me this either. Of course, if I had posted that I was thinking of getting sally lightfoots on this forum, I'm sure several people would have advised me that they are known to kill fish.
That's what we're here for. There are several "long-time" members of this forum, and, collectively, we have decades of experience in many types of saltwater aquaria -- predator tanks, reef tanks, nano tanks, giant tanks, planted tanks, species tanks, etc. So when dozens of people have all had the same experience with an animal that you just bought, you can hope and wish that your anemone will be the exception to the pattern, but it's not likely it will be.