We have also had plecos for years with angels, discus, and all sorts of barbs and tetras. The plecos are shy in general, and often stay hidden during the day. I only see them out at night when the lights are off. We have a bunch of stones piled up with spaces between for them to hide out in.
Have a look at the pleco's fins and tail - if they look intact, then I would say the goldfish probably aren't doing too much damage. But if you are really concerned about it, I am sure the fish store will take him back or exchange him for something else.
As for the food, our plecos never get to eat their sinking pellets - the angels and loaches love them and eat them immediately! If you are worried that he isn't getting enough to eat, you can tie lettuce to a rock with a rubber band, and drop it in for him. Frozen brine shrimp is also great because it falls between the gravel so they have time to get at it!
Good luck :)