Yes, rabbits usually should be consuming their cecotropes. They contain essential nutrients that they need. They are usually produced at night, so it's not unusual for you to only be seeing them in the morning. And it's not unusual for baby rabbits to leave some cecotropes behind uneaten. Baby rabbits are easily distracted, especially in a new home with all sorts of new things going on, and this can cause them to forget to eat them once in a while. It shouldn't be a problem as long as you aren't seeing a whole bunch of them and that it gradually improves where you are seeing less and less being left uneaten, til you don't see any at all. You should see the improvement as your bun gets older and gets used to his new home.
If you are seeing a lot of them now or continue to see the problem, one thing I can see might be an issue is the grate you are using on the litter box. Your bun could be dropping the cecals through the grate before he has a chance to eat them. If they are intact(not mushed up) and fresh, you could offer them to him to see if he will eat them. But if they aren't fresh or have been squished, I wouldn't offer them. But you may need a different litter box set up for now so that your bun isn't losing his cecals through the grate. A rabbit safe litter like wood pellets, covered with a layer of hay is the set up a lot of us use and it works well. Aside from that, if the problem continues, sometimes too many pellets and not enough hay can cause excess cecals to be produced, but I don't think that can be pointed to as the cause yet, since there are other more likely causes at this point that would need to be ruled out.
https://rabbitsindoors.weebly.com/odor-free-home.html
If he's drinking well, the urine sounds ok. If he drinks from a bottle, I prefer dishes as they tend to drink better and more water from a dish, so just is generally better for their hydration. It can be a struggle for them sometimes, to get enough water though a bottle with a spout. So if he is drinking from a bottle and not able to get enough water out of it, a dish should help the urine lighten up some and be less concentrated(if it is), as he'll be better hydrated.
One thing I would advise is be very cautious with your little buns diet right now. Holland lops can have a sensitive digestion as it is, and your bun really is too young to have been taken from mom(8 weeks minimum is recommended and required in some states), which can make them especially sensitive to harmful digestive disease developing. Once you get him gradually switched onto the sherwood food, I would only feed that and his hay until he is older. I wouldn't offer any treats, veggies, or change his diet in any other way. And keep a very close eye on his poop. Fecal poop should be the normal round balls, not odd shapes/sizes, watery or pudding like(emergency when it's not just the cecotropes that are mushy), no mucous or gel substance(emergency). And cecotropes if not eaten, should look like blackberry clusters(if not immediately consumed by your bun) and not pasty. Any abnormalities from what they normally should look like can be an indication of a potential health problem developing, as can a sudden and unusual lack of appetite and subdued behavior. So as a new rabbit owner, these are things it's always good to keep a close watch on. In fact you pretty much do it for the rest of your rabbits life as changes in poop, appetite, and behavior are the best and usually first indications of a health problem developing, and most often an indication to get your bun to the vet right away.
http://www.medirabbit.com/EN/GI_diseases/drop/Drp_en.htm
http://www.medirabbit.com/EN/GI_diseases/Generalities/Enteritis_en.htm
WARNING: THE FOLLOWING LINK CONTAINS GRAPHIC NECROPSY PHOTOS
This has a good explanation of weaning diarrhea and how it occurs, there is just a very graphic photo, so don't click on it if you can't handle that type of thing.
http://www.medirabbit.com/EN/GI_diseases/Weaning/Sevrage_en.htm (WARNING: GRAPHIC PHOTO)
I hope I haven't scared you too much, but it really can be a dangerous thing for some young rabbits, so you do need to be aware of it. But hopefully your bun will settle in just fine and you won't have any issues. And it sounds like he is and that he's not stressed at all, which can be the biggest risk factor for them.