The other members already give you great advice!
I agree with Rads and Amethyts, his cage looks a little bit small. He probably will need an upgrade soon. An affordable one is the Alaska, but you can find other cages on zooplus. That way you could add deeper substrate that I'm sure he would enjoy. That way it's easier to clean too, because you can spot clean and then only remove the upper layer of the substrate every now and then.
It's very important that you look for a bigger wheel too, if not he can develop back problems.
Don't worry for his behaviours, they are completely normal.
If you're worried of the pee you could try to potty train him. It's fairly easy, but some hams just don't want to be potty trained.
It's true that you look more scared of him than he is of you
I think that's good for taming though. Did you use the tissue trick? It's a good trick for bonding. If you're really worried of bites you could always use gardener globes, but watching the video I don't think you'll need them. He looks completely fine with you touching him, anyway, they usually are more confortable if you approach them by one side (not from above).
I hope it helped!!
Looking forward to know more about your little furry!