The hair loss sounds like it could be a fungal infection, it tends to be characterised by clumps of hair being easily pulled out with flakes of skin attached. The only treatment for fungal infections on the skin - as far as I am aware - are antifungal baths, which are obviously not possible at this point.
However, having said that, I suspect it could also be related to the splint. I had a pig who was put in an elizabethan collar for two weeks - but I removed it early as towards the end of that time, the splint was rubbing the hair away from his neck, and clumps of hair were coming away with flakes of skin attached. Could this be the case with Boris, or is his hair loss and flaky skin all over him, as opposed to just around the edges of the splint? I think his skin and hair is going to be a bit of a mess when he does come out of the splint (think plaster casts on humans!) so it may be a problem that has come about simply as a result of the splint being on for so long.
I do think Vicky raised a good point about the itchiness. Whether his problem is just the splint or a skin problem, his skin is bound to be feeling a bit itchy, and not being able to do anything about that could be getting him down.
As far as the depression goes, I will post on the other thread you made, but perhaps a little more time spent with his buddies may help. Also, if you can find some healthy treats or different kinds of hay (Oxbow is good, you can get it in Aus but be warned it is quite expensive) they may spark his interest and cheer him up a bit.
He's done so well to get this far, and you have done so well to keep him strong and happy all this time. I hope he cheers up very soon and we get to see him happy and healthy - and free of the splint!