Hello!
I'm not sure about the parasite possibility from other commenters. I would look into that further though and see what may be best. Since they have all been in there together since the beginning (what it sounds like?) maybe you can treat with something like a microbe lift product that is gentle yet effective. Try monitoring your fish if you can for a little bit. You can turn off the waterfall for a brief time if it is easier to see them this way. Only turn off waterfall briefly since it provides oxygen unless you have other pumps too. Always entice with food, be calm and no fast movement.
As for Koi behavior it sounds like your Koi is still pretty young and possibly just adjusting / learning still. As it gets older and more comfortable with you , you should see it become more social. Some take time to warm up a bit longer as well so it just depends.
Do everything you can to ensure your pond is clean and large enough, water levels are great for fish to thrive, that you have enough plants / coverage on top and also for the fish to enjoy. Ensure proper oxygen levels and filtration. Healthy food...all that jazz.
Koi enjoy hiding spots so little caves made from rocks or whatever works for you is good for them too. Encourage being social by feeding ... waiting and making sure they know the food is coming from you. Speak to them and they will recognize your voice and familiarize your face / sound / energy. Overtime they will learn you are not a predator and that you are friendly and have FOOD! You can offer hand feeding the koi. Be patient and quiet , slow movements. Google some more tips too if youre interested in forming more of a social bond with them. Usually once one fish gets social enough, others will follow (koi or goldfish) so thats good to know too!
Also be mindful that the goldfish will repopulate quickly with themselves and koi (and they aren't the prettiest looking when they mate with Koi which I wish was different haha but yes just keep this in mind!) I recently realized with the amount of goldfish in my pond and size of it I wanted it to only be koi so I gently removed the goldfish and rehomed them. I did this because ... yes I thought my koi needed ones of its kind but wanted to be responsible by keeping the population under control hence why I removed the goldfish. I will say my koi was friendly and swam with the goldfish but it is very happy with the other koi

Just keep in mind the amount of space needed, that they will grow to be large and that if there are other fish friends to be aware of not overpopulating .
Good luck and its such a fun experience with everything!