Paper based bedding is usually fine for odour control as far as I’m aware. If they’re peeing in the nest it can get a bit whiffy so maybe just try spot cleaning a bit more often? Or the sand is a good idea but I’m thinking because they sometimes prefer to pee in that and it can be easier to change regularly than poking around their nest.
Also male hams may pee more but some female hams have a distinct smell when they’re in heat. It doesn’t smell like pee tho and you’ll notice it every 4 day’s or so. Not much can be done about that I’m afraid