+1 on worrying more about the diseases, but if you've already mixed them then I guess all you can do is move forward. I was tricked into buying wild caught horses my first time around and it turned out bad
The first step is finding a live food that your ponies will accept and that you have regular access to. A seahorse's digestive system shuts down after 4 or 5 days of not eating, and at that point it will be really hard to get them to eat ever again. So this isn't the type of thing you can expect them to do just by not giving them anything but dead food. This is why you have to be sure that you have some type of live food to give them until you can get them trained. What you can do once the horse is used to your tank is try to freeze one of the live food items you're feeding them. For me, this was ghost shrimp. The first time I tried it, I used one of the ones that had been killed by another shrimp in my holding tank (the big ones are pretty aggressive). To trick the horse into believing that it was just another live shrimp, i put it in with another live shrimp at feeding time. I would lower the live shrimp into the tank using a small tupperware container so my horses wouldn't have to chase them around (unless they escaped, which happened from time to time). So when I lowered the dead shrimp into the tank with the same container, the horses took it without thinking. I then started to freeze the live shrimp and keep them in the same container with frozen mysis. Sometimes mysis would get snicked up by accident and eventually they began to eat the frozen mysis shrimp, but only sometimes. That's the problem with people saying you can "train" wild seahorses. They do things how they want, when they want lol. You might have them "trained" for years, and one day they decide they don't want your crappy frozen food. That's just how it works. Good luck. Let me know if you have any problems.