[cypher]

It does sound as though it could be an allergy or the wood shavings may be a bit dusty, the only way to know for sure is when you change to something else really, have you thought about using Fitch? It's great substrate, virtually dust free & just being recycled paper very good for sensitive hams.
If she only really does is when she digging or running around the cage it's unlikely to be anything else in the room but do make sure no sprays, air fresheners or similar things are used in the room where her cage is.