[Ria P]

I'd advise you to remove the tube because its not healthy to nest in them. There is not enough ventilation, pee can cause condensation and bacteria etc.
One of my hamsters has a tube at the front of his bin cage but he only runs through it. I would immediately remove it if he would start to nest in it.
You need to give her plenty of substrate and plain white toilet paper strips to buil a nest and she needs a big house. Wood is better than plastic or make one yourself from a shoe box. Use the lid as the roof, cut the bottom out and cut a big enough hole for a door. They like to build a big nest and sink it into the substrate.
I would try her with paper based substrate like Kaytee C&C or Carefresh. Make sure she has plenty of hides like a bendy bridge and a tunnel or a coconut hut. They like shelves to shelter under and don't like to feel exposed.
It took me quite a long time to suss out what kind of set up my Syrian wanted but i got there in the end.

It's very early days yet for your hamster and they need time to settle in and feel comfortable with us humans and we in return need a lot of patience.