If he's rubbing himself raw like that it wouldn't hurt to use a light bandage. You could use some cotton for padding and hold it in place with a couple turns of vet wrap. I wouldn't make it tight, but just enough tension to hold it in place. Maybe some Neosporin before you bandage and change...
It's always a bit disconcerting to see joints bending in the wrong direction. I've had that happen a couple times. In almost all cases they will strengthen up and start working correctly in a few days. No need to splint them. I did have one that was really bad and I used a little vet wrap...
You can worm pregnant does. Most say not to use Valbazen on pregnant does. It's generally only a concern in early pregnancy, but to avoid any issues most just wait until the doe kids to use it. Ivomec based products are safe.