Hi, Dawn asked me to take a look at his tail for you. That is definitely a retained shed. Besides the frequent baths, rubbing gently with a soft bristled toothbrush, I would also suggest taking a couple of thick pieces of paper towels and soaking them with vegetable oil and wrapping them around his tail. It would be best to do this when he is relaxed and when out of his tank so that he won't move around much. You could even heat up a rice sock and set him on that to help keep him warm. You could also do this at night when he is sleeping so that it can soak in all night.
What is the humidity level in his tank? Is the end of the tail hard like a stick?
As far as the Aloe Vera gel goes, if you had been using that, make sure it is all off before applying anything else because it does tend to build up which makes removing difficult.
Something I have had very good luck with is 100% Cocoa Butter, I used the stick, it is great for soothing & softening the skin. I used that as a last resort when I had tried everything else first. It is very cheap and I found it at my local dollar store.
Let me know how you make out with the vegetable oil soak and then we'll go from there.