His diet is probably ok, tangs are algae eaters so you need to have alot of that for him either thru seaweeds selects or spirulina flakes, preferrably both.
How far along is your tank in its cycle? He probably is stressing from the cycle process. How high are your water parameters? What are they? He also may have HLLE (head and lateral line erosion) Read up on that either here if anyone has posted lately or just search the web for it. You can find alot about it.
Couple other thoughts: If the tank is still cycling and not near its finish, I would check to see if the LFS will take the tang back. He might now survive the cycling. He might, but I would expect he is going to be in very tough shape. 2) Others may jump in here with words that are their opinions. Just as I am giving my opinion too based on my experience and reading/research. By no means am I an expert. Anyway, alot of people will say that you need to take the tang back because A) still cycling and B) too small of a tank. Most will say a 65 gallon tank is too small for a tang, tangs need alot of swimming room. Your tang might do fine (assuming he survives the cycling). He might not. Your tank, your money, your fish. 3) Do some more reading and learning, buy a fish book. Do these before you add any more live stock. Again, just my opinion and hope that your fish will survive.
Hope this Helps!
Marty