Rick,
If you got this from the Zoo, likely they got it in from the Indopacific/Phillipines and they, in regions, capture with cyanide -
On the other side of the coin, fairy wrasses can be hiders - they never bury, that's not thier habit as is with coris and hoelocheres wrasses. They also tend to be timid and easily bullied -
So, in short, many things could be the cause of it not coming out - hope for the best stay away from your tank (meaning keep your hands out) and see if it comes out.
Good luck it's a nice fish.
House