You're not giving them anything that has any appreciable amounts of vitamin C. Cavies are like humans -- they can't manufacture their own, and have to eat it somehow. I'd want to either start giving them a large chunk of bell pepper (like 1/4 pepper per day), or supplementing them with vitamin C. A lack of vitamin C can affect the hair, so possibly that's the problem.
Those pellets are very low quality, and have a ton of things in them that aren't good for guinea pigs. They should never have anything with hard seeds or nuts because of the dangers of choking -- their throat opening is tiny, and it's very easy for them to choke on food. What they need is a plain timothy hay with no added seeds, nuts or colored bits. In addition, there are several things in there that are really high in calcium, and you may be courting urinary tract stones by feeding it.
Also, why just the peels of the cucumber? If the cucumber has been treated with pesticide, the peel has the most chemical residue in it.