Hi, sorry to hear things haven't improved. I would certainly see your HV about this and if it was me I'd probably make an appointment with the GP too, just to check things over. It could still be that he is 'young' in his development and gag reflex etc but I'd prob have him checked anyway even if just to set your mind at ease.
Totally agree not to reduce any milk feeds at all, make sure he is not draining bottles and if he does then increase the amount so that he definitely gets what he needs, leaving a little in the bottle when he is full.
It sounds like he actually is developing an interest in solids, which is good, but for some reason gagging. I wouldn't take it as fussiness in any way at all, more likely something else. I seem to remember a thread from some time back with a LO having tongue tie which effected introduction of solids but I am not experienced in this at all I'm just saying it as a 'thing' that I remember from a time back.
I hope your HV/GP can shed some light on it for you. For now, please try not to worry about his calorie intake, his milk will be keeping him healthy and gaining weight.