Welcome to TRT!!!
hmm, a lot of things jump right out at me. for anemones you need bright light. a 250w MH is prolly overkill for that. how tall is a 30g? if it is about 12" tall than you can get away with VHO or PC lighting. you will still need to back the canopy full, but it can be done.
a protein skimmer is a must. i would trade in your eheim for a protein skimmer. that eheim will not help your tank any, it will prolly do more harm than good.
as for the fish, well i think you have to many listed. lionfish are quite big. you could keep one of the smaller dwarf species, but these are not swimmers. they are ambushers on the tank bottom. there is also the risk of the anemone eating the lionfish. i would stick with either 1
dwarf lionfish, not very exciting as a viewable tank. or go with just an anemone and a couple of clowns. any other fish you try and put in there would get bullied by the clowns.
do not cycle a tank using damsels. just use the LR itself and nothing else in the tank. you should also wait at least 6 months but preferable a year before getting an anemone. they need a mature tank. when i say mature i mean, the caretaker has a routine figured out and there is consistancy in the system. all new systems have a break in period when the aquarist is learning the ropes.
G~