Stressed cat needs help?

We've been to the vet, had skin and blood tests and everything is normal so there's nothing medically wrong with him I'm pregnant and I know last time I was he went a bit strange too but this time he's really bad. Also next door have just got a new cat that wants to play with him and my cat... show more We've been to the vet, had skin and blood tests and everything is normal so there's nothing medically wrong with him

I'm pregnant and I know last time I was he went a bit strange too but this time he's really bad. Also next door have just got a new cat that wants to play with him and my cat obviously doesn't want to play.

He's lost so much weight and he's over grooming himself and got so so so many bald patches and thin fur everywhere else. I'm giving him as much love as possible and he loves our daughter and let's her stroke him but I just don't know what to do and the vet just said give him attention.

He's getting worse and worse and I feel so bad for him. We've got a feliway plug in to try and calm him but that doesn't seem to be doing anything

Any ideas?
Update: We've seen two vets and he's had skin checks and blood work done. There really isn't anything medically wrong he's just constantly grooming himself all the time which is why his fur is going
Update 2: No food changed. He's happily been on his food for 3 years
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