Shedding and a Humid-Hide Question
Welcome to BP.Net!
I have exactly zero experience with leopard geckos, but I read a while back that they sometimes eat their shed skin. Is it possible that is the case, and maybe you missed it? That may explain the absence of a mess in the cage. I'm sure that if you mist daily, he is probably ok, but it wouldn't hurt to put a humid hide in. You can make a humid hide out of a small plastic container. I use the disposable plastic sandwich containers from Wal-Mart that come in a four pack.
http://www.glad.com/images/gw_nentree.jpg
I just cut a hole in the lid or the side, so my snakies can get in. Moist substrate, too, of course, but you sound like you have researched that aspect of it.