Thanks so much for your advice... and you were right!
It's been an awful few days - Thursday night broke my heart as he sat and wailed and wailed, wouldn't eat, wouldn't relax. But over the course of the last couple of days it's gone from awful to lovely - they are now all playing together nicely with no growling or hissing, they can stand next to each other and eat next to each other without an issue, and this afternoon they all slept together in a huddle for the first time - so I think that he's decided he's staying!
Which is a good job as I don't think we could have coped with taking him back! This week has been full of wailing and crying from the humans in the house too, mainly the adults!
He is still very clingy, will randomly just wail and run to press himself up against you, but he is a much happier cat and is now eating and sleeping well.
Now we are facing the future of three bengals in the house... I am sure there are some times to come where we will wonder where our sanity went