Do not put him into your display until the QT period is complete.
His lack of appetite could be from a digestive upset, worms, or collection method (cyanide).
Did you purchase this fish from the same place as the last midas blenny? Their wholesaler could be the same?
Is he showing any other outward signs of illness? rapid breathing, off colored, swimming behavior changes, swollen abdomen...etc. anything unusual that would signify a parasite or infection?
If the mysis you've been feeding are freshwater, that could be stressing his system. Make sure you're feeding him only marine organisms and a variety of those. If he seems like a finicky eater, don't keep feeding him the same foods he likes even if that means you have to vacuum up uneaten food for a few days. Assuming he is healthy, he will eat different items when he gets hungry. You wouldn't feed a child only icecream every day
Perform a large water change and wait a day to offer him food again (not mysis). If no signs of improvement, I would start him on myracin2 and also deworm asap.