"I have been using a slow release citrus fertilizer"

Tell us some more about this. What sort? How much? How often? Only when planted?

Unfortunately I did not add any fertilizer after planting. I started fertilizing about three weeks ago. 4 tablespoons every 3-4 weeks.

One other thing, I am not seeing any leaves dropping and existing leaves are not loose at all.

nitrogen deficiency?

Totally a nutrient deficiency; the Vigoro product, used according to label should help a lot. Check your soil pH; if it is above 7.5 you will have to add chelated minerals, especially Iron so that your plant can absorb them.

The first pic is classic "christmas tree markings" of magnesium deficiency. The pale leaves with yellow veins ("Yellow-vein chlorosis") usually indicates nitrogen deficiency (or a lack of nitrogen uptake for reasons like too-cold weather, root rot, or transplant shock).

Do you think my fertilizer will address the magnesium deficiency?

One of those pests is leaf miner...not sure about the other.