Pride's actual body has never been damaged. As far as we know, it can't be harmed outside of being completely out of its container.
His body, Selim Bradly has been seen hurt. It's been shown to bleed. In his fight vs the Lion Chimera, he dices the hell out of Selim, and you can see slashes all over his clothing, but no cuts.. Any "damage to Selim that didn't regenerate" from what I could see, was just dirt, but since it's only in black and white, I suppose that could be hard to differentiate.
The scenes in the manga skip around a lot in that fight, so any healing that would have happened, isn't shown.
As far as why he didn't fight back without his shadows, without them, he's just a regular kid. There's no way a kid would win a fight against a lion. All he could do was wait.
And I highly doubt the human transmutation used up Pride's souls and that was the reason. Father and the homunculus had dozens of stones. If all it did was use up stones, I don't see how they still wouldn't just find 5 random alchemists, make them transmutate, then replenish their stones. Plus, there was another stone in that same exact room, so he could have just used that. So obviously it's something else that was causing the damage to Prides container.
Especially when you consider the fact that right before Pride is finished off, Kimbley is seen inside the "Typhoon of souls" so he very, extremely obviously still had many souls left. This last paragraph is 100% true and backed by the manga so it can not in any way be debated or refuted upon.