I have kept mixed pygo's for about 4 years. From tanks as small as 55Gallons to tanks up to 720 Gallons.
I have had 2 pass during this time...
I find I read a lot of people adding fish to an established tank (ie: I have 12 in a tank, then pick up a great deal in the classifieds and add them to the tank also) it's not going to work out very well.
Another thing I find a lot of people do is stress them out a lot. No hiding spaces, lots of lights, not enough water changes.
I have heard of some people getting rid of a certian fish due to it being "territorial" - never run into that with the pygo's I have kept though.
One of my losses was a large Caribe - he seemed to be moving slugish the few days before his death and had a cloudy eye. My thought therefore is that he was weak, and for whatever reason (not able to defend territory, not able to get out of someone's territory quick enough, was the weakest of the pack - thus they got rid of him.... I have no idea, not smart enough to know) So, maybe would be a good idea to keep a 40 gallon tank around so that if one gets sick, you can stick him in there. Does not need to be set up all the time - if you need it, take 30 gallons of water out of the main tank, put it in the 40 gallon, then place a canister/HOB filter on the 40 Gallon - voila - you have a hospital tank set up quickly.
I think with a bit of observation, you can easily keep a mixed shoal.