Should I be worried?

My normal male maleagant just shed last night it was complete eye caps and all, but later on that night I heard him make a whistle like sound twice I've never heard him do this before my temps are where they should be and he always eats so I'm not sure if I should be worried or is this normal.

Sometimes they get a little piece of shed stuck and it makes a whistle sound when they breathe. That's one possibility. The other possibility is the start of a RI. Keep listening and watch for other signs of an RI. If you suspect an RI, it's time to visit the vet.

Can you tell us your current humidity?

Around 31% I try not to let it get too high

should be around 50-60 and 60-70 during shed.

it was then I removed the covering and let it come down a bit

u might not try to let it get high but it needs to be 50-60....45% the lowest.....

I too would let the humidity be higher than that. And do keep a good eye out for signs of RI. Hopefully you don't need to worry, but if he does have an RI you better catch it quick and get help.