That's a cool trick with the egg whites- how very clever!
I wouldn't be worried yet. Give him a little time to settle in. My commons will eat EVERYTHING that goes in the tank, but they are very very skittish even though I've had them in the same tank for 4 years. I can't imagine how much more scaredy-cat they'd be if I just moved them. Try putting in food in the tank at lights out when the other fish go to sleep. As others mentioned he will be active at night and his tank mates won't get to eat it all before he gets there.
If I feed the fish when its dark in the room and only the tank lights are on then sit back away from the tank for a moment (so the fish can't see me) the plecos will come out and eat with the other fish. As soon as they catch any movement outside the tank they dive for cover. Back away from the tank and sit still for a while with the room lights off, he may be more likely to come out and eat with the others.
Also, I notice you are looking for a cave for him, something natural looking. In my tanks I have lots and rocks and driftwood. Its prettier and my plecos each have their own spot on the underside of a piece of wood or between rocks. They don't need something enclosed on all sides to feel comfortable, just a secluded spot. The driftwood is good for them too.