Yes definitely get an equine dentist or a vet to come and do his teeth. Cos from the problems you have described sounds like he can't chew properly. If you think he has cushings then you will need a vet to diagnose him with cushings and then he can get the right medication to help him with that...
I agree with the above about de-sensitising him. But drug wise have you thought about giving ACP tablets, it helped with my youngster because his main issue was his head. The ACP just took the edge of him. Good Luck
It sounds like your doing a good job, and try not to worry to much. If i know the weather is going to be bad then i would put a light weight rug on, otherwise he would shiver his weight off. (Does not like the rain very much)
However i have never had a problem changing to 24/7 turnout but then...