The images posted here were found from Google Searches and are not mine. They're used only for help identifying a species of Cichlid.
Ok, I'll try to answer your question regarding your 40g cichlid tank as best as I can.
First off - before you can identify whether or not your loaches are compatible, you'll need to identify precisely which species of Cichlid you have. While they're all aggresive fish, their levels of agression and tolerance of other fish drastically differ between them. So, let's first start by narrowing down what you have.
Cichlid wise - you have essentially only 4 cichlids. - a Frontosa, which you're certain of and the other 3, you're uncertain of.
Let's start with your blue cichlid. You think he might be a P. Elongatus or Demasoni. Without knowing what he looks like, the best I can do for you here is show you a couple of pictures of what the fish you think he might be look like...
Here's a Demasoni. Notice that he's not all blue, but Blue & Black:
Here's the Pseudotropheus Elongatus. Notice that while the two do look similar, there are still differences between them.
One of the biggest difference I can find between the two is the fin coloration - on the demasoni, from what I've seen, it's always black with a blue outline to it. On the elongatus, the overall look differs, but the color pattern tends to stay the same. The fin itself has yellow (some fish have more than others..) and it's trimmed with black and/or blue.
The other difference I've noticed is the shape of the body. It's hard to explain, but to me the Demasoni has a more "plump" and "even" look to him, from nose to fin. The Elongatus has a more "torpedo" shape.
Secondly, the yellow cichlids. Someone asked if they could be Yellow Labs, but Yellow Labs differ *greatly* from Tropheus Brichardi. In fact, I would have an easier time seeing a Bumblee confused with a Brichardi over the Yellow Lab.
The Tropheus Brichardi:
You don't have any other fish that you think this one might be listed, so I'll assume that you're pretty confident with this fish.
If you have any pictures you can post, I'm sure someone will be able to identify them easily and quickly for you. Even just a camera phone snapshot is better than nothing.
