Green filamentous algae has taken over my live rock and all my anemones are dying. The clown fish looks like he doesn't know what to do with himself. Should I change water? Can the clown live without anemones? Don't know where to start.

The clown will be fine with no anemones. A water change won't do much to help u right now. Take a scrub brush or firm toothbrush and remove as much as u can and do a large water change. Add a large bag of carbon and phosphate remover. The algy is feeding on something and if u can starve it it will die. Also. Do a 2 day full blackout for the tank. As little light as possible

Wish I could help brother, not a saltwater guy but the ladies at the store are wonderful. Pop in the store and I'm sure they can help.