Any coral that has extendable "tentacles" with stingers on the end would not be good.
Anemones definitely, and Bubble Coral, Galaxia, etc. and even large button polyps like Palythoa Grande could be hazardous to Seahorses, I believe.
Suzy said that she heard they don't like a lot of light. I disagree. Most Seahorses come from shallow water where they hang onto plants, seagrasses, caulerpa, so they actually live where there is sufficient light for plants and macroalgae. That's also where the food is!
I agree with Suzy that they are slow eaters so competition should be avoided. Filefish may be okay. The Pipefish is a Seahorse of a different color... uh, I mean "different shape"!