Update:
After one week in their new home, they seem to be doing well. I never really see them because I they are alwayz in the back of the cave. Well, in the day time when I have the light on, I would never seem them. But I night when the light are off, they do come out because the food I left out for them are gone. Once a day at night I would use a red lense flashlight to check on them. I usually feed them twice a day with Hikari carnivore pellets, baby brine shrimp, and diaphara (not sure the spelling)

This is their own tank. it's a 30 gallon tank with 18+ turnover and 2 diffuser to give the tank plenty of oxygen.

That is my juvenile group. I took this when i first turn on the light. They are still out of the cave and not in hiding. Four of them usually stay on top of left cave and the oldest is usually in the cave. During the day (light on) all 5 of them go into the cave with the oldest.
Oh yea, all my feeding is on the left side where the food form a pool. If you look carefully, you can see a pool of food there.
Any suggestion of how can I improve my tank to make the zebras feel more safer, so they will feel more confident and bold to venture out more often.