It's perfectly normal for a young iguana to go off feed for a while when moved into new surroundings. At that size, they're a prey item for just about anything bigger than they are, so tend to be pretty nervous until they come to the realization that you aren't going to eat them. I would keep him contained in his cage, at least until he settles in. Then let him roam some to explore once he's more comfortable with you. Personally, I wouldn't let him roam your herp room, at least not unsupervised. That's just asking for it. I don't know what kind of containment you use for your snakes, but iguanas are nosy and happy to jump on or climb over, and poop on just about anything. I've seen even small iguanas knock over aquariums, or tear screen tops, or otherwise do something destructive to allow for one of your snakes to escape.
As for what to feed, I'd drop the lettuce entirely and switch to a mix of dark leafy greens. Collard greens, dandelion greens, mustard greens, turnip greens. They're pretty readily available at most any supermarket these days, even my Walmart here carries them. Most commercially produced iguana pellets are little more than corn meal with extra vitamins thrown in, which isn't very good for iguanas anyway. They're nice for a 'topping' to an otherwise healthy salad mix, to add some color and variety. You might want to try something sweet, like banana to entice him, or something colorful like strawberries... but those aren't something that should be fed all the time. There are many
sites out there on iguana dietary needs and options.
We have a few iguana owners here, I'm sure some of them will have more to add.
