You could have several issues. First, you can't put on weight because you are eating only vegan and overdoing it on exercise. Since you have a vegan diet you need to cut down on some of your exercise because it may be burning up your fat reserves and you may need that since you are not consuming meat and dairy. Everything, no matter how good, is best done in moderation. I read somewhere that too much exercise is a strain on your joints, puts stress on your body and can cause hypothyroidism.
Since you are a strict vegan, you may have low digestive fire causing your foods to not be completely digested. Search the web for more info on digestive fire.
You need more healthy oils to combat the dry skin.
Look into vitamin deficiencies like B12. You also sound like a candidate for Crohns Disease. Look into Crohns and see if these are the same symptoms.