It sounds like your iguana is not dong well. It is probably wild caught, and heavily parasited(word?). Stress could be causing it to go down hill, and allowing the parasites to get the better of it. Try not to handle it unless you need to, let it acclimate. What kind of set up and temps. do you have it under? That could also be a problem. I don't know what kind you have, but I believe all club tailed iguanas come frome southern Mexico to Central America, so do some research on the wheather down there. Also, all ctenosaurs like a little meat in their diet, so try offering crickets, worms, and other insects to see if you can entice it to eat.