Apparently calcium helps make the shell harder but the crayfish doesn't leave the exoskeleton until it feels it is hard enough. But still I don't have any experience with them.
You shouldn't have to add anything. Sometimes he will eat his shedded exoskeleton for calcium. His new exoskeleton will harden and he will be fine.
My water has no hardness, this is a concern for me.
If the cray has been growing fine, it's been getting calcium somewhere. It can also reabsorb the calcium in its shell by eating it. If you have any snails, they are a good indicator of calcium deficiency. In water with no calcium, snail shells tend to be soft and pitted. If you're not seeing any problems like that, the cray should be fine. Especially after he eats himself. Lol