I'd also stop with the oils, as if it is a skin infection they can aggravate the skin and make it worse (oils prevent the skin from breathing). How often do you bathe him? My boy used to have dry skin (lots of flakes and some bald patches) and I limited the amount of baths I gave him and it significantly improved. There were other factors with him though, it was during cold dry months here, he had a heat lamp as opposed to a che and he was also on crappy hedgehog food so these could all have contributed to his skin issues at the time. I made necessary changes and he's now on high quality cat food, eats insects as part of his diet and his skin is much healthier and no more bald patches!
Definitely get his skin checked as Kelsey suggests to rule out a skin infection.