As a wild caught chameleon he has probably never had a meal worm until he met you or his original captor. He's most likely more accustomed to diurnal flying insects like dragon flys and bees. Chameleons can be picky or fussy eaters surprisingly. Try a variety of insects I always offer a...
Sunken in casque and cheek are sings of dehydration, spraying her in the face will stress her out I would suggest a syringe, touch the water drops to her lips. If you can get her to eat a horn worm that would help. Best of luck I hope she lives