I'm sorry you're having a difficult time with your little man. I haven't found Chinese hamsters smell particularly (I have 19 at the moment!) apart from when they developed diabetes. M&M is right that you can test him using diastix/ketodiastix from Amazon or your local pharmacy. There's info on how to do it
here. One of my Syrians recently developed strong smelling urine due to an infection, so it may be worth a vet trip to test his urine for diabetes or infection.
Does his cage have tubes? I did find my boys especially liked peeing on bare plastic and made plastic tubes really foul, and sometimes their wheels too. Strangely they got less foul the less I disinfected them - perhaps because hamsters rely on scent and by me cleaning the tubes/wheel so thoroughly the hamster felt he had to work extra hard to make it smell like him again. I found my diabetics did really smell in plastic tank style cages so I moved them into barred cages which helped.
A sand bath is a good idea (sand is better than dust as the particles in dust are too fine and can irritate hamsters' lungs and noses). I rarely catch mine rolling in theirs. Sometimes they use them as a toilet instead so leaving a sand bath in may help either with his coat or his smell depending on how he uses it!
What substrate do you use? I find alternatives to woodshavings more absorbent (such as carefresh, Aubiose, Megazorb) so this may be another thing that may help if there is no medical cause.