If you're going to cycle with those fish, you are going to have to perform pretty frequent water changes. I can't say what is causing the problem with the female gourami - it may or may not be related to the cycling. I would recommend getting a reagent test kit so you can monitor the important levels yourself, which is really important when doing a fish-in cycle.
I would guess you will have to do at least a 20% PWC every day until it cycles, possibly 2 times per day. Try a water change and see if her condition improves.