I just wanted to post an update and say thank you!
I improved Luna's cage, I am going to add some more bedding today and also add some cardboard around the base of the cage (I didn't want to overwhelm her too much)
https://imgur.com/a/6sMrOkd
I also left her alone for two nights, no lights and I didn't try to interact with her so that she can settle at her own.
Then this morning I was changing her water and Luna popped out, straight up me to for some treats and she let me know she wanted to come out. So I managed to get her in the playpen so I could do a spot clean.
It was like night and day.