Hey there! Welcome to BB!
Would love to see some pictures of your baby Lionhead! Yes, five weeks is VERY young to be away from the mother! I’m guessing he’s weaned as you said he’s on hay, pellets, and water. 6 months is a stretch for introducing veggies. It’s okay to do around 3 months of age. But make sure you introduce veggies VERY slowly and I would start off with something green. I wouldn’t recommend carrots in the beginning especially as they should only be used as a treat. Try something fragrant like cilantro or basil or even something simple like romaine lettuce or spring mix. All will be fine things to begin starting him with once he reaches 3 months. Only introduce one veggie a week and watch his poos to make sure his body isn’t reacting negatively to any of them. If so, you’ll know his tummy may be sensitive to this veggie and keep it out of his salads.
This is also of course information you can discuss with your vet when you see them! My vet sometimes suggests things a little differently for my buns and I tend to stick with her recommendations. Such as weening them off alfalfa at 4 months instead of 6 and limiting pellets beginning at 5 months instead of 6 months. So by 6 months they are weaned off both. You can discuss with your vet which options they prefer (and yourself of course).
Also, congrats on the new bun and soon — the new baby!
It sounds like it’s going to be an exciting couple of months!