They are terrestrial/opportunistic burrowers, so if you provide a clay-pot hide, it will be fine. It may make a shallow burrow on its own rather than use the pot; you never can tell. I would let it settle in for another day or two and then offer it a cricket again. It's hard for me to tell from the picture, but it looks like the abdomen is getting dark, so it may be in pre-molt, in which case it may not eat for a few weeks. I would offer it a cricket every 2-3 days and see what happens. After a molt, do not feed until the fangs darken (a week or two)