Personally I'd like to find out why they jump. What is it that they see? What may have scared them? Why do they jump when held in a tank verses the ocean? Silly questions maybe???
Sorry to hear. I hate it when a fish decides to do that.
From what I've experienced I don't think water level is going to make that much of a difference. The mesh cover is a good plan though.
As far as getting another, you didn't mention if it was the male or female that jumped. In either case, you should be fine if you add another clown that is smaller than the one that is left. It might take them a little while to get together but they will eventually.