How's he doing now, any progress?
See if the babyfood and insects help increase his appetite, feeding a little every night along with his regular kibble.
Do you use an artificial light schedule? Especially in winter the days are shorter and darker so this could be effecting him. Hedgies need approx 11-12 hours of daylight (use a lamp or ceiling light on a timer), sunlight is not consistent enough.
You could try also moving his food bowl or sprinkle a few kibble pieces in his bed area and see if this entices him to eat. Sounds like it could be the new bag though? Sometimes companies change ingredients etc and this can put hedgies off their food. Another reason why it's good to use a mix of different kibbles together... I actually use natural balance (duck pea formula) and the kibble in my bag is really hard, I can't crush it with a spoon so there's no way a hedgie could chew it without hurting its mouth! Yuki tried one and wouldnt eat anymore of it unless it was soaked! I soak all his food in water but this is something he loves, not all hedgies seem to like it. Other members also use natural balance and have no problems with the hardness (can snap a piece with their fingers) so perhaps your new bag is a dodge bag like mine? This could be why he isn't eating so much, if he's finding it too difficult to eat... You could try soaking it a little with warm water and see if he'll eat it. Still offer a separate bowl of the dry kibble too in case he doesn't like it.
Yuki wasn't a big eater when I first got him and barely ate but over time Ive managed to get his appetite up and he's gained a lot of weight. As well as changing his food and feeding insects regularly, I've recently started giving him fresh food in the morning as well (I leave it in his bed area as he's too lazy to come out/doesn't like daylight!) and sure enough he eats a fair amount in the morning as well as in the evening (something he never used to do!).
Hope you have a breakthrough but if he continues to lose weight and/or his other behaviour changes I'd take him to the vet. They can give you nutrient packed canned food for sick animals which could help give him a boost and get his appetite back up and also check him over in case there is an underlying problem...
Keep us posted ♡