It is very easy to over feed. I have Espei's rasboras, a closely related species to harlequins (look at slender harlequin rasboras in the fish profiles). I find mine only eat food from the water; once it has sunk to the bottom they ignore it. Make sure that all the food you give is eaten before it has chance to sink. if any does reach the bottom, use less food. And I only feed this tank once a day.
Fish need less food than you'd think. We use most of our food to make heat. Fish don't do this as they get their heat from the water. And fish can go for over a week without food (except possibly tiny baby fish which need more food)
With a couple of exceptions, freshwater fish only go together as a group when they are stressed. Happy fish spread out all over the tank. Stress can come from being new to the tank and still settling in. My rasboras huddled together until I got some floating plants because they do not like bright light overhead, another possible cause of yours swimming together. Most of the fish from the Amazon and similar habitats in Asia come from waters with overhanging trees which shade the fish from direct light. This includes all the rasboras which look similar to harlequins.
I knew they were tricking me, fat boys aha. I'll try feeding once a day from now on!
They had just been fed when shoaling so wondering if that was the cause? They also seemed to be congregating around the heater.
I have actually seen them go down and get the one or two bits of food that has managed to float down to the bottom but those pieces just seem to sink as soon as I put them in. They're tiny flakes though, pretty sure they're made for tetras and similar sized fish.
I'll try and get some floating plants to go in my tank, need to do some research on which ones!
Another thing, are otos the best algae eaters or am I better to go for something else? Not such a fan of the idea of shrimp though...