Just a "wee" bit of clarification, balls from Petco are most likely CH aka farmed babies from Africa, but not necessarily wild caught - but the advice to get it vet checked is sound.
As to a bad shed - it's not unusual for first sheds with you to be bad sheds as they acclimate to a new home. However, not having a good digital hygrometer certainly didn't give you the tools to make sure the humidity was at a proper level.
You can pick up a digital thermometer/hygrometer that many of us use, called AcuRite for about $12 from Walmart or Lowes.