Hi and welcome to the site. I had a cat with hyperthyroidism for a couple of years and I found this website very helpfulhttp://groups.yahoo.com/group/feline-hyperT/
If Max has been newly diagnosed it might take a while to get him settled on the medication. My Sophie started off on 3 pills per day, then she was dropped to 2 as her symptoms improved. She got very fat and lethargic, had another blood test and was found to then be hypOthyroid, so her pills were dropped to just 1 per day. This all took several months, but when it was sorted she was fine and eventually died from something unrelated to the hyperthyroidism at the age of 15.
If food is a problem, you need to ask the vet to recommend one, but Sophie was always prone to throwing up, even when her condition was controlled. It might be an idea to have his kidneys checked as well, if the vet hasn't done so already. Hyperthyroidism can often mask symptoms of kidney problems, which then surface when the hyperthyroidism is controlled.
Good luck and stick with it, you'll get there eventually.