Try feeding it while tank lights off, see if it works. Mostly, it's not getting use to its new home yet. The color might vary with environment (especially color of the substrate). However, unhealthy bichirs do color faded. Keep monitoring it.
I dont think that it is his slime coat I looked at it up close and it just looks like his actual color is going away. The gray area started by its tail on the fishes back now it has spread almost to the fishes head.