Most people will have normal humidity at about 50-60% not shedding maybe lower, and for a shed some people bump it up to 70-80%.
I wouldn't worry about the substrate as long as the rodent is dry, and just check as he swallows no substrate is stuck to the rodent
Check this out:
http://ball-pythons.net/forums/showthread.php?t=28794
As drdel said try the damp pillow case treatment.
From a previous shedding issue thread:
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