[cypher]

A month isn't long, is it possible you may have gone a bit quick with taming or have there been any big changes like a new cage or change of room the cage is in? Anything like that can set them back as can cleaning too frequently, you only need to spot clean where you see anything wet & check to make sure there's no food stashed that might go off like fresh veg, meat or cheese then do a cage clean no more than about once a month or even less always replacing about a third of the old substrate, some of the food hoard & some old nesting material.
If he continues to pee in his nest you can try taking some soiled nesting material & putting it in a litter tray with some chinchilla sand & see if he'll use that.

ETA Serendipity you type fast lol!