I am sorry to hear about you little goby. I think they are super cute, but unfortunately too small for any of my reefs. Have a tail spot blenny and he hold his own, but he is in our smaller less aggressive tank. As my wife suggested live foods can help to get a finicky fish eating so you might a want to consider that. If you have an LFS I would try to get some right away. If not, do you have a garlic additive, I use seachem garlic guard but I know there are others available.
On the down side, if he is thin in just 5 days, he might have an internal parasite or other issue. They do have really small stomachs and generally need fed multiple times a day, but unlike some wrasses and anthias they are not constant cruisers so they don’t burn as much as fast.
Freshly hatched brine shrimp are super high in protein and lipids, super easy to hatch with the right stuff. But again you would probably need to find it local and start right away.