Wow, it sounds like your new little guy is keeping you so busy! Is the ex-pen you have really small or the larger one? Sounds like you'd need the 3ft tall, he probably wouldnt be able to climb out a taller one, but if you are using the gunie pig ex-pen he probably laughs at it and hops right out lol.
I think switching them both to the same food would be a good idea, but if you dont want to switch him try feeding them both on a schedule.
When I 1st brought Max home I had the same problem with him and Missy so I fed them on a schedule, breakfast lunch dinner. After a week or so of that food wasnt an issue and I went back to free feeding.
Potty training can take weeks or even months, sounds like you are doing the right thing. I use Belly Bands on Max just incase he has an accident the Belly Band will absorb it. Keep up the good work, I know it can get frustraiting but he will learn really soon, I am sure of it