Hello! I know this is a little late and I hope all is going well with your savannah. Yes burrowing, and staying in the burrow, is totally natural. The lizard looks healthy in the pictures...my advice is to leave it be and when it gets hungry and more comfortable, it will come out on its own. 120 is great for a baby savannah, as they get bigger, increasing it to 140+ is a good idea. Remember these are surface temps, air temp that high would make the surface of the basking spot much much hotter than that. Empty cage syndrome can be a real drag, but with some time it will get better.