Now, your lighting...You should only have 2 total lights for a 40 gallon breeder tank (which is not too large for him and is definitely not the issue at all), you should have a long, flourescent UVB tube (not a coil or compact
UVB bulb) in a long, flourescent tube fixture, and then a single, bright white basking bulb, a regular household halogen indoor flood bulb is best, like the kind you get at Lowes or Home Depot. You will probably be fine with a 100 watt halogen indoor flood bulb, but let's get the $10 digital probe thermometer first and measure temps so we can see where you're at. But typically with a 40 gallon breeder tank, a 100 watt halogen indoor flood bulb is all you need to get proper temps. That's it. 2 lights. You're trying to replicate natural sunlight as closely as possible, so no colored bulbs, and the UVB tube must be right alongside the basking bulb and over the basking spot.
The lights that come in those kits are typically not adequate for a bearded dragon, and if the ZooMed kit you bought came with the Reptisun 10.0 COMPACT 13 watt
UVB bulb, as most due, this is most likely a lot of his appetite issue, as well as causing a lot of other problems, as 12-14 hours every single day of exposure to a
UVB light of proper wavelength and strength is responsible for most of their body systems proper functioning. That Reptisun compact 13 watt
UVB bulb is not nearly strong enough for a beardie, plus, I see you have it on top of a mesh lid, which is blocking up to 40% of the already too weak
UVB light. You need to go out and buy either a Reptisun 10.0 (never a 5.0!) T5 High-Output UVB tube and matching T5 fixture, either an 18" or 24" for a 40 gallon breeder tank (the sizes for this tube are actually 16" and 22"), or an Arcadia 12% tube, same length. Right now Amazon.com is selling a 36" Reptisun 10.0 T5 High-Output UVB tube for $24.99, so the 24" and 18" should be cheaper. Then follow the link on Amazon down to the package deal for the UVB tube and a matching T5 rated fixture. The T5 can sit on top of the mesh lid, but must be within 11" of the basking spot.