Be careful with the heat lamp, as they can dry out the frog's enclosure and thus, the frog. Seventy-five is a good temperature for your frog, sixty-five is too cool for a day time temperature.
You can cover the coconut substrate with leaf litter. "Live oak" is your best choice as it doesn't break down as quickly as other types of leaves. It can be purchased from either Black Jungle or Josh's Frogs. Welcome to Black Jungle Terrarium Supply - The Natural Choice! and Josh's Frogs - Largest online herps feeders and reptile supplies store
I would give the frog a few days to settle in. Try not to be "in its face" too much. The lack of an appetite has many possible causes. The first one could be the low temperature you have had him at. Second possibility is he is just settling into a new situation/environment. The third could be an illness, but let's put that thought aside for a now and explore the first two. There is also the possibility that he is eating and you are just not seeing it.