[cypher]

There could be a few things going on really, if she was handled badly in her first home that may be partly why she's nervous in the cage, a month still isn't that long for her to adjust to a new home & get over anything that may have scared her previously.
Some hams do sleep in open nests & some will have more than one nest but it does sound as though she may be a bit unsettled in the cage, does she have a good deep layer of substrate under her house or hideouts where she can burrow down?
A photo of your cage might help with any suggestions for things that could work better for her, it's hard to say without seeing it really.
I wouldn't put any ham in a ball personally but for a nervous ham it can be particularly stressful so I would stop using that, if she enjoys time out in the bath then keep that up for taming & bonding.
Some hams really don't like hands in the cage much even when they're tame & if you do put your hand in it's generally best to just keep it still & wait to see if they will come to you. Probably best for now to not put your hands in the cage any more than you need to & just interact with her out of the cage.
Not using the wheel when it's big enough & works ok is very unusual but not unheard of & some do sleep more than others although females do tend to be more active so that is quite unusual.
I'd give her more time anyway & see how it goes with out of cage taming, as she gets more confident with that she may be better when you're around & she's in her cage.