Before trying to switch your animal you should offer the same type prey than previously offered by the breeder, you will be more successful switching an animal that is settled and eating for you than trying to switch an animal that has never took a meal for you.

Keep in mind that very active is not a sign of not being stressed quite the contrary.

Right now do not handle your BP until he eats it's first meal for you and make sure that your husbandry his on spot, tight hides, enclosure not too big, proper temps etc.

The number 1 reason for a new BP not to eat with it's new owner is husbandry stress related.

As for CO2 yes you can feed a rat soon as it is euthanized.