A lamp might be better as long as he can move away from it if he needs to. Also, have you looked at the sticky about duck treats? The ones for ducklings have a little chick next to them. Perhaps there's something on that list that of can give him until you get proper food.
I'm thinking the diet might be the cause, but it's hard to tell. Ducklings need more than oats and snails, they need a balanced diet. How old is the duckling and what temps are you keeping him warm at?