If he never had any meal at the breeder, then his feeding response probably isn't triggered as it should.
I had the same with one baby once and the only way I could get him to eat was to give him a live fuzzy mouse and leave it in the enclosure for the night.
After 3 of them (one per week) he accepted frozen thawed.

When this works, the shedding will follow.
So in my opinion: Get some live fuzzy mice!