I just got a Saharan Uro from Douglas Dix at Deer Fern Farms also. But I got him last weekend at the Puyallup show and he isn't eating yet either. Douglas says that it will take up to a week to get them used to their new surroundings. I don't know how long you've had yours, but if he hasn't been eating in over a week, Douglas says to call him immediately. His phone number is (360) 435-2679 or you can visit his website and email him. His website is www.deerfernfarms.com. He's very helpful and never minds helping those in need.
If you haven't done so yet, you should read his care sheet on his website. It says to offer water and daily bathing to Uro's that were just bought. Dehydration is way more dangerous than not eating for a few days or more.
Veronica
P.S. Below is the Saharan Uro (Houdini) that I bought at the show.

Beautiful Dragons