That sucks they did not do the blood work as that could show a problem. Do you have any other better vet choice? Good luck and hope you find out what it is. Pups usually gain weight pretty easily but sometimes will go thru a lean period.
Have you tried feeding him some Satin Balls to up his weight? Goggle those if you don't know about them, they are well known to put weight on a dog or pup.