What age is your dog?
Has he had any xrays or ultrasound?
Is it just the rear limbs or all 4 that are sore?
I wouldn't count the thyroid test, there is a condition known as euthyroid sick syndrome in which a normal thyroid tests abnromal due to another underlying disease. Your dog is definitely not symptomatic for low thyroid, so in this case you would discount this test.
The fact that he is anemic is probably due to "anemia of chronic disease" or it could actually be due to blood loss. Usually a test is added to find out if the anemia is "regenerative", or if your dog is trying to make more red blood cells or not. This helps classify why your dog is anemic.
The combination of symptoms you are seeing can be any of a number of things. If the bloodwork did not show up any infection then that rules out several things. I think your next step would be ultrasound or possibly endoscopy. The wieght loss and GI symptoms can indicate things such as irritable bowel syndrome or even things like lymphoma or ulcers can be in the GI tract causing these symptoms. You are definitely going to need more diagnostics to find out what the problem is to see if it is something treatable and how to best treat it.
Let me know if you have more questions,
Dr. Debbie
Veterinarian
Full time practicing companion animal veterinarian.