Lack of appitite & weight loss are sighns of internal parasites. The bad shedding is probably a secondary issue caused in part by the gecko being ill.
The shed definently needs to be removed ASAP. This can be done by using a wet Qtip or directly misting the gecko, let the shed soak up the water a few seconds, then gently try peeling the shed off. Mist again as needed. Also, for future referance make sure there is a humid hide in the cage & always make sure the material inside it is damp.
As for the parasites, it could be Trichomoads(Pinworms), Coccidia, Cryptosporidium, or any combination of the three. You should probably take the gecko back to the vet with a fecal sample this time and have the vet do a fecal float to check. It's been my experience most vets are not able to check for Cryptosporidium & have to outsorce that test out to a lab. Be sure to request that this gets done. If you can't obtain a fecal sample, the vet should be able to manipulate one out or by doing a swab. It is very important to find out which parasite or combination the gecko has, because they all require different treatments.