a 4-5" hatchling is very small and often difficult to get thriving.
A dragon that young should eat more than 20 crickets a day but these should be 1/8" crickets. Not all dragons will eat that many but most will.
Giving the size of your dragon and the size of the cage, that could be the problem. Either he is having a hard time catching crickets before they vanish into the large cage, he feels intimidated by all the open space etc. I suggest moving him into a smaller cage, say a 20 gal long tank, If you have all the big light fixtures set up for the bigger tank, you can always put the smaller tank inside the bigger one, or just section off half of hte 40 gal you are using.
Make sure your little guy is well hydrated. Bathing daily can do this or regular misting with luke warm water several times a day.
I also suggest leaving him alone as much as possible, till he eats regularly on his own, then you can start handling him for a few minutes every day.
The important things to watch for is if he is active, alert, basks willingly and does eat on his own. He should look nicely filled out with no bulging hip bones or sunken areas behind the eyes. If he is lathargic, as hip bones sticking out etc, then something is definitely wrong.
Crickets can be left in a container all day, provided they are visible to your dragon (a ceramic dish resting near the base of a branch or rock the dragon can get on easily, will ensure he can see the crickets (next to the basking log is good, just make sure the crickets are not directly in the heat, else they will quickly die). All crickets should be removed before lights out, as living crickets left in the cage can prey upon your dragon while he sleeps.
Some phoenix worms may entice your dragon, these are pretty wiggly, don't get too big and are great sources of calcium and portein for young dragons.
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PHLdyPayne