The eye caps would be my biggest worry. Since those came off, it sounds like you've tried most of the typical solutions. Are you letting him soak, or dapping his head long enough? If its particularly dry, it may take longer for it to get moist enough to come off.

I would try dabbing his head with a lukewarm paper towel soaking in water. Dab it over and over for a while to really make sure it will come off. It's also easiest to remove stuck sheds from front to back (like how they shed). So if the shed is all the way around to his mouth, I would gently restrain his head, and try to peel it up and away from his mouth back towards his body.