How can I help my sick leopard gecko?

Question

Two years ago my brother got a pet leopard gecko. We still don't know it's gender but I will say him.

For two years he was fine and looked healthy had a fat tail and ate fine. The only problem was that his cage was missing a cool moist hide and only had a warm dry hide, and we rarely even put calcium on his food and mostly fed him mealworms. Besides that everything else was fine. At the time I had no idea his cage was not set up properly and he had to have supplemented crickets because he was perfectly healthy so I didn't do the research, also he was my brothers pet not mine and I was only 13 so it was really my Dad's job not mine. Anyway for the past few months he has started to scab up, get sores, lose weight, stop eating, instead of shedding all at once he is just constantly shedding parts of skin, it looks like some of his bones might be broken, or the tips of some of his fingers might be missing it is hard to tell. My dad took him to the vet and all they did was give him vitamin shots and tell us to bathe him twice a day. I also started doing my own research and made some adjustments that should help him. I built a temporary moist and cool hide for him to go in that he likes more than his warm hide, I give him a bath in warm water daily, I put a wet cloth over part of his tank to increase humidity, and since he is not eating I started to feed him this medicine that as all the nutrition and calories he needs and an appetite stimulant so he will start to eat live insects again.

Even after these adjustments he still shows no sign of getting better and I have no idea what to do. Should I get him euthanized because I think he is in pain or what? Also my Dad is cheap and won't take him to the vet again or buy anything extra.

What should I do ?

Picture of my sick leopard gecko, his cage looks messy but I clean it every week it is from calcium powder and dead skin