It’s probably not really anything to worry about. Though I don’t see you mention having a humdity hide. Some leopard geckos have trouble shedding without one and cause piecesy sheds where they can’t eat it easily.
Even if your vet said it was okay, loose eco earth is pretty icky stuff for leos on its own. Yours looks very dry so the dust can cause RIs and infections in their eyes and vent. If you are set on using this kind of substrate you should mix it with organic top soil/sand and water and pack it down so it is not loose.
This is incorrect info given to you by the vet. Coconut fiber cannot be digested by them, and will still cause impaction. We have had someone on these forums lose a leo after it ingested coconut fiber and got impacted. Loose substrate at all is a bad plan unless you tong feed, or you could tear the back legs off the crickets and keep them in a dish.
I don’t think the OP is interested in discussing needed improvements to their husbandry guys. That said, the shedding issues are almost certainly husbandry related.
The spots look like paradox spotting.
The overbite is very prominent so I agree about not breeding.
The bottom line is that it’s not dangerous if a leopard gecko doesn’t eat their shed, but that it’s a sign of bad husbandry if shedding doesn’t go normally (unless a gecko has a neurological disease, severe arthritis, or something like that).
All of the advice above is great. Try adding a humid hide (if you don’t have one already) and see if that helps. I think it is likely husbandry related and if you don’t want to make all the changes above I would recommend at least feeding roaches or bsfl in addition to the current food and put all food in an escape-proof dish and add pieces of carrots/lettuce around the enclosure to decrease the chances of an escaped feeder hurting a gecko (which can be fatal).