Climbing isn't a sure sign of stressed but somewhere I missed that it was two days with you. It sounds like stress check all the temps and let him alone try to forget about him (kinda anyway) check the temps (this is where probe style ones are good) make sure you know the interior temps both hot and cold I personally being a bit (ok a lot OCD) need to check the ambient temps too (a probe about halfway up the side and between the hot and cold sides. Top up the water and leave it a lone for 7 days or a bit more then pre sent the enclosure (thawed rat by the vents) and then try to tempt him.