You've only had him a couple weeks right? If this food is new to him (you started him on it after you got him) don't switch him right away, give him at least 6 weeks on the new food.
Try adding a fish oil or coconut oil to his diet, and give him a little time. Changing homes is stressfull, changing diets is stressfull, and if he wasn't getting proper nutrition before that could be the cause.
If you're really concerned about his thyroid its a simple bloodtest your vet can do, but haven't had a cat with thyroid problems its not that hard to manage.....