My cat is losing weight, but eats fine. Why?

He not only loses .2 ounces DAILY, but he won't drink water. He doesn't have any discoloration of his gums. We took him to the veterinarian for some tests, and he has absolutely NOTHING wrong with him. There's no kidney infection (which would explain the loss of thirst), and he doesn't have worms. The veterinarian says the other two cats we have were "bullying" him, so to speak, which is completely normal among cats. He said that because of the "bullying" the cat is merely stressed out and needs some time to recuperate since he's in a weak state at the moment. We now keep him in a room separate from the other two cats. He has his own litter box, food, water, and a feline diffuser which releases pheromones into the air which calm him down. I'm not sure if he's still losing weight because we just started this routine of him staying by himself, or if there is a bigger problem. Any ideas?