Even if it sheds it can heal. I have some polyps that I thought I lost that reopened. Are you feeding it multiple times a day? I have a blueberry gorgonian and I am target feeding it twice a day. I would feed it more but my tank won't support the bioload and I get cyno with additional feedings. You can try and see what your tank can support.
Also try to coax it open with food if it isn't opening. Put some food in the water and do it again in 5-10 min and the polyps should start to open. If you feed at the same time it will be open when you come to feed. Mine likes its schedule.
Do you have good water flow?
I think the key may also be if you have a larger sump than your display tank to support auto feeding throughout the day. I am also going to try and feed a little less on each feeding and feed more times. What are your tank parameters? You need to have everything spot on to try to give it a chance.
I am a little past 11 weeks. I lost a few polyps at week 9 and had some shedding that happened a couple of times in the last couple of weeks but it appears to be healing. Last week I lost a few more polyps, but I had been cultivating live phyto and was able to feed it. I don't know if the healing is from the live phyto or a coincidence but I am hopeful. I have found that I can't feed very much of the live food because it causes algae in the tank.
When you see it open target feed it a little. I have a 58g dt with a 20g sump and skimmer running gfo and carbon. I have a mixed tank and 5 fish. I am able to feed 1/4 tsp of reef nutrition phyto and oyster feast twice a day. I mix it with about 2oz of tank water and target feed. Depending on your tank would determine how much you can feed without unbalancing everything. If you have another tank you can isolate it in that would probably be easier but isn't always possible depending on what you have.
There is lots of information out there if you google for it.
More information on this thread scroll down Marcus Nitzsche, he kept one alive 2.5 years
From what I have read it may be more typical for them not to last more than 3 months and there are a few who have kept them alive for 6 months. If I would have known this when I got mine, I would have left it at the fish store and it saddens me that they bring them in knowing they have very low chances of survival.
Hope this helps