They are supposed to shed, thats how they grow.
NO RED LIGHTS EVER.
No lights at night either! they need darkness to sleep.
WHo sold you a baby that hatched less than a month ago?
Babies shouldnt be sold or shipped before 3 months old minimum.
You shoudl ahve two bulbs during the day, a UVB bulb and a basking bulb.
What supplements do you have?