I assume from your answer that you did not use the filter and other stuff from the old tank as the new one had all of these. This means the tank will need to cycle again (build up good bacteria in the filter to neutralise the ammonia and nitrites). At this point though this will not be affecting the sick fish. Is it possible it was damaged in the shift? A whack on the belly with the net, or being slightly squished at the time, may be enough to upset the swim bladder. If it was not too badly injured it should slowly come right. Keep up the regular water changes though or they will all suffer in the poor water conditions.
Since it is only one fish, I suspect damage rather than water conditions at this point, or all would be in trouble. Same with lack of oxygen. If this was the case all 3 would be gasping at the surface. It may be using the bubbles in an attempt to keep itself bouyant.
A 40L tank is too small for these fish as they grow large and are very messy. Do not believe those who say a fish will grow to the size of the tank as this is not so. Comets are really better off in ponds where they have room to swim. A single fancy goldfish would be fine in this tank but no more than that.
If you really want to keep the 3 healthy and lead a long life, they need to be in 100L at least.