What do you use for heat at night?
Also, maybe it is too dry under the heat lamp/light or too hot and he is going where it's cooler. It could be a ton of things... but both of those are my best guesses.
Yes, get two digital thermometer / hydrogometers - one for each side of the tank. Cool side s/b 80 degrees, and hot side 90. Humidity is very important, too, at about 50-60% and more during shed.
I hope this helps. Let us know if you have any other questions.