Yes you can put Labidochromis caeruleus in with peacocks and haps, they should do fine. However, I think you will be better off doing all male peacocks & haps then adding any females. First off you will have a high chance of cross breeding going on with multiple females, second the females are a lovely battle ship grey! lol So, if you are looking for lots of good color, going all male is the best option, this will give you all color, and no females means there is nothing to fight over.
Option #2, if you are trying to breed the peacocks, then you can only have one speices, but also beaware that peacocks will cross with haps. Remember these fish are group fish, you could consider doing 4 - 6 Labidochromis and 4 - 6 of one species of haps or peacock, mixed sex. Then you have two groups of fish in one tank!
I know decisions, decisions!!