Welcome!
Do you know what kind of frog it is? Knowing the species would help you figure out the best temperature to keep your frog. Does he have toe pads? I wouldn't worry about him being lonely, frogs are solitary most of the time. The dusted crickets sound like a good diet. Also, for the time being I'd leave him alone as much as possible and not try to handle him or anything. Some frog species, like bullfrogs remain skittish no matter what you do and some tolerate humans being around better than most (but still shouldn't be handled more than necessary). Whatever the case it sounds like yours is scared and getting used to a new place.