Wow, a lot going on in your house! First of all, yes, I think he is feeling isolated as well as probably a little unsure of his new home. Is there any way to place his cage in a more central area? Perhaps up high to keep him from the dog? Bathrooms are a great choice for our of the cage play time. Just remove any soaps and cleaners and close the toilet lid first.
Don't worry to much about the toe. I, like many breeders, use a ranch run cage system that gives a male access to 3 females. In introduction he is able to move above each cage through a wire tunnel. In this system it is very easy for the females to nip and his feet. We have had a fair share of toes bitten over the years. I have never had one need vet attention. Now if the bone is exposed you will need some minor surgery but otherwise keeping it clean should be enough. Just watch to be sure it is healing ok. At the first sign of a change you should see a vet to be sure there is no infection.
It shouldn't change the way she feels about him. You just need to give them more time to adjust. And keep their cage a little further apart to prevent further accidents.
