What does Luna eat? While stress may indeed be playing a role (or it may be an OCD behaviour leftover from a previously stressful period), diet can also be a significant factor in skin-related issues. You could certainly ask the vet about what might be going on but it doesn't sound like he's been particularly helpful in the past. Most conventional vets also tend to just throw various medications (ie antibiotics and/or steroids) at the symptoms without really trying to figure out the cause. Consulting with a holistic vet might be a better option.
In the meantime, you could try a Feliway diffuser or 2 to see if that helps with any anxiety issues. Make sure she gets lots of playtime and has an engaging environment (like some cat trees and window perches so she can watch the birds outside, etc.) so that she isn't over-grooming because of boredom. Changing her diet to a quality meat-based wet food (if she isn't already eating one) would be my other recommendation.
As for Baby, has she been spayed? Are Tigger and Sky neutered?
"To close your eyes will not ease another's pain." ~ Chinese Proverb
“We must not refuse to see with our eyes what they must endure with their bodies.” ~ Gretchen Wyler