I have only kept two octo species (so far
) and have only attempted a few additional critters but so far I have found that anything with longer tentacles seems to irritate the octo's skin (immediate reaction like touching something hot) but shorter tentacled zoos/polyps don't seem to be a problem. However, I have only put a few polyps in the tank so the generalization might not hold up. If you see your octo touch something and react, I would suggest removing it.
Most starfish tend to ignore and be ignored by the octos and they make good clean-up crew for a critter that is hard to have clean-up that is not snack. Animal Mother had a potential issue with a Bahama Star that may have trapped on octo in its den and killed it and the reputation of the green serpents is worth noting but the SSS will be fine.
There are several of us that use the koralias and have had no problems leaving them uncovered,
however, the size of your octopus, the size and location of the pump may be something to consider. I did not have one in with my Mercs but have one, uncovered, in Octane's tank (Octane is a mid size octo, the Mercatoris are dwarfs) that does a good job collecting sucker shed but has not been a problem with arms.
Kenya and Zenia should not be a problem for the Octo but may get dislocated or pulled up. If a tube nem is a feather duster (?) with a soft tube, it may also suffer damage from the swimming/climbing but otherwise not be a problem. If it is an anemone with sweeping tentacles, I would remove it.
I have not heard of anyone trying a sally lightfoot as food or tank mate. Chances are pretty good that the octo will attempt a catch, especially if they are common to their natural environment. Feeding has been an interesting topic in that almost all species seem to like fiddler crabs but everything else is kind of hit or miss, fresh shrimp coming high in the list for the larger species.
It is helpful to all of us if you would start a single thread in the journal section, titling it with the octos name and species and maintaining it through the life of the octopus.
Welcome and good luck with your new buddy.