The problem with keeping "exotics" is that information on them is not set in stone, what works for someone might be total BS to someone else (thus you're having problems with the answers you're getting to your questions).
Are you leo's "looking" sick? From what you tell me they're quite spunky little things (this is good), so I don't think they're sick, so the vet visit won't be necessary.
If they ARE looking sick, call the person you got them from and tell them "look this leo you sold me is sick, I want a refund", and if he/she says no, then report them. It's only been a week or so, so whatever "warranty" that person follows on his/her animals should still be in effect.
If you're still pulling your hair out, I'd try returning all but ONE leo. It's much easier to keep track of one than it is to keep track of three. This way you can get your husbandry practices down before attempting that many leos.
You can also reduce stress induced to your leos by being regular. So if you have to check up on them everyday, check on them at the same time (say 8PM), do your mealworm changing, cleaning, re-watering, etc, the same time everyday. This way you're leo's will fall into that cycle and expect you around that time instead of spazzing out when you decide to show up at 3PM lets say and they're not ready.
Another thing to do is put the tank somewhere dimly lit (i.e. don't put it right smack in the middle of the living room or next to a window that's always unshaded). A good place is the bedroom, it's quiet, if you pull the shades is dim, and there's not that much that goes around in the bedroom. Leo's only start exploring when they're bored (that includes looking for food).
Most importantly, hang in there, don't give up just because people are telling you that you're doing this wrong, and that wrong. If you have read up on the material and have a rough idea of what sounds right, you're on the right track.
-Lemur 6