I was so glad to read that you've moved your little guy into your room. All the running around and glass dancing that he's doing is probably just from his excitement of being able to see everything aruond him, and the fact that he's now able to to see you more often! They really do crave the company of their owners, and will become very affectionate when they're treated well, handled often and given lots of daily attention.
As the others have mentioned, if his waste has a terrible smell, then he probably has some sort of parasite which he picked up from being dumped and having to live outside. Without your taking him in, he probably would have died out there very quickly. I'm really surprised that your cat didn't hurt him when he brought him in to you, although I have found that mine are fairly tolerant of my beardies, and seem to actually like them. At the risk of souonding like a half-wit, its possible that your cat knew that he needed help, and brought him in to you intentionally, without hurting him.
I know that probably sounds silly, but some animals do sense when another animal needs help, and try their best to give it. I have 4 dogs, 4 cats, 3 ferrets and 3 beardies, and my pets never cease to amaze me with the things that they do to care for one another...sometimes I think that they're smarter than some people I know, when it comes to taking care of each other!
As far as having him tested for parasites, most vets will allow you to drop off a fecal sample for testing, without seeing the beardie first, provided that you pay them "up-front" for the test itself, when you leave the stool sample. The fecal testing should be less than $20, but it does vary depending on where you live. Here in New Jersey, having a fecal sample tested runs about $13, just for the test. If you can get the test results , and you find out what sort of parasites that he has, but you don't have the money to take him to the vet for medication right now, there are places online where it is possible to purchase the proper medication for him, depending on what sort of parasite that he has, as long as there is someone on the forum who is willing to help you determine the proper dosage for the meds that he needs. I would collect a stool sample from him, and have the test done as soon as you can, and, once you get the results, let us know, and we can try to help you find a source to buy the meds that he needs, and try to put you in touch with someone who can determine the proper dosage for him.
You've come so far with him...you brought him in and saved his life, have made a lot of progress with improving his care, and you can see by his increased activity level that he is much happier being indoors and able to be near you.....don't quit on him now! Where there's a will there's a way, and we'll all help you in any way that we can. Please keep us posted on how he's doing, and have the fecal test done as soon as you can!!