Hi there phillyfrogfan and welcome to the forum. It can take a while for new frogs to settle in and get used to their new home. With this frog being so skittish he will probably only eat at night when the lights are out and he/she is feeling safe.. So before you go to bed put in some food and hopefully he/she will relax enough to eat them. Just give them time though and the hunger will eventually get the best of him/her. Could you please post your location as it will help us to help you.