Yay!
In the end, daily baths, tank scrubbing, and provent-a-mite seemed to get rid of the mites. He also shed during the second week I had him.
I did end up returning him, so I can't say for certain he was 100% mite free as I didn't hold him for a long time after treatment (and I made that clear). He was quite pretty but the situation made me decide to cut back, a lot. It's possible the mites were acquired at the show, but it wasn't from me - I picked him up at the very end and he's the only one that ended up with mites.
Thank goodness for quarantine!
Thanks for all your help guys