His shed probably did affect his appetite for a while. The fact that he keeps changing colour could indicate illness or stress. Not sure why though. It may be worth removing him to a seperate conrainer to feed, drop acloth, or pop it into a paper bag. So that he is scared he will feel more sheltered and hopefully secure and leave him. Have you tried wax worms ? If any of mine have been ill or stubborn eating a wax worm often does the trick.