Do you have any pictures of them and/or their current setup?
I can't really picture the oil-on-water look you mentioned, but when you say they have a hazy look, my first conclusion would be that they were going into shed.
If they've been without heat, that's not good and there could definitely be problems arising from that. I'm assuming you have them in an enclosure with a proper heat gradient now? How long have they been in your care?
The not eating isn't necessarily anything to worry about on it's own if you've just acquired them - it can take a while for them to settle in even under the best conditions and these guys have obviously had it rough. If you've had them for a significant amount of time that's a different story.
The eye caps are probably just retained from the last shed and in most cases it's best to leave them and let them come off with the next shed.