Sounds like he is terrified - I would shake the niece (not too hard). I hope she is not allowed in your room again. Take the chin to the vet on Monday to be sure he is ok
Sounds serious to me - Have her take the chin to a different vet. Sounds like the first one does know anything about chins. Sounds like pneumonia to me
It is a hair ring and needs to be pulled off. If it isn't it could kill him. Try to gently with your finger nails pull it off. Sometimes you have to do a strand at a time - Just get if off
most of the time they finally get the 'hang' of the dust bath. Some never do - don't know why. Don't worry just rub the dust in him after each time you offer the bath and he doesn't dust himself after 10 minutes.
do they only do this while playing out of the cage? If so I would let them out separately for awhile. Something is irritating them - let them cool off with separate play
If you have a Tractor Supply store near you they have shavings cheap. Although it is in big 'Bales' Also if a chin pulls out hay and then pees on it - it stinks to high heaven. Every day clean the hay off the floor
another thing to give her after the Baytril is baby gas drops - a full dropper full. They love the taste and it helps the digestive system. Also if you need to syringe feed (hopefully now that she is eating you don't have to) is to grind up (use coffee grinder) her pellets fine add water and a...
put the two cages side by side so they can 'talk' to one another but still have their own cage. I know of a case where the 2 chins slept next to each other in their own cages. And no they couldn't be put together because they fought in the same cage