I don't see any worrying matter there. Try to see with his own eyes, it's his 1st time alone, in a new place filled with new smells, with a strange giant that he doesn't know... pretty scary heh. What is surprising is that he is not crabbing more and that he lets you pet him
He will take a few days to settle in, get familiar with his new surrounding and such, and it will get easier once Luna arrives. In the meantime, just make sure he has food and water available at all time, talk to him, observe him but do not try to get him out or overstimulate him for a few days.