i regretfully went through SIX naso before finding one that lasted more than 2 weeks. I have said in the past I would never try a fish more than twice but I just love the naso soo much I had to do it. The one I have currently is a big baby though, he swims away if I get close to the tank without food in my hand, he is scared of the firefish he is in with too. I find these fish to be extra particularly difficult to keep. I have four other tangs in my big tank, a hippo as well and they are the biggest stress/ich magnets out there, but this naso has them all beat. i can';t tell you how much sleep I've lost over the darn naso's. lol My advice would be to leave him where he is for as long as it takes for him to eat and look calm. eating is the number one thing, if you can get him eating you have half the battle won.
Have you tried a mixture of all sorts of frozen food? Even the algae ones? One of them is bound to get his attention and once you find what he likes you can variate it to get him eating other things.
Good luck!!! Just relax and let the fish settle in.