Can this person perform any immoral action?
Yes, I think he can.
What about symbolic harm?
The cruel nature of these acts makes them immoral. I think that the desire to perform them is also immoral. I don't think the distinctions between the questions, nor the fact that there is no consciousness present changes that.
What about self-harm?
Wanting to die or suffer (or choosing it arbitrarily) is the polar opposite of our biological imperative for self-preservation, which is at the core of what makes us living beings, and which I think makes this immoral.
I'll note that I make a difference between wanting to die and sacrificing one's life for some noble goal, such as ending one's suffering in a situation where the only way to do so is death. In the first case one desires self-destruction for it's own sake, which is what makes it immoral. In the second case, one would strongly prefer to avoid death if it was possible to do so while also accomplishing their goal.
Because they want to lose weight
Though a preference for weight loss over life is extremely bad judgement (to say the least), the desired goal of losing weight is not immoral in itself, and in the absence of any possible moral obligations to other humans or life forms which would demand better judgement, I think that this is not immoral.
What if the person cuts off a limb and regrets it later?
I don't think lethality makes a difference here, and I don't think later regret influences the morality of an act after the fact.
Is there another question which ought to be added?
Nothing pops to mind.