Reptiles are very easily stressed. It took 2 months for my dragon to lighten up and eat in front of us on a regular basis. I prefer to let babies stay in their tanks for this reason and because they need to eat 2-3 times a day, they need the warmth of the light to digest. Dragons need to be at a minimum of 95 to even start digesting food. It's good to wake up, let him bask for hour, then offer salad. After another 1-2 hours, offer his first meal. Let him bask for at least 2 hours after eating in order to digest properly. You can then take him out for an hour or so before the next feeding time and let him digest again for two hours after the second feeding, but if he's not eating and glass surfing, he sounds stressed. I would leave him be in his tank and put white paper on three sides of the inside of the tank to get rid of reflections. That way he can sit and bask, get comfortable and just watch you from a distance. Then feed him every few hours.
Your temperature on your cool side doesn't need to be so hot. Aim for 75-80 air temperatures on the cool side. Maybe more in the 80 range for babies. Basking spots should be about 110-115 for the little ones, and then cool side around 75-80. If you have 100 on the warm side and 90 on the cool side, that's not enough of a gradient for him to regulate properly.
If he's nervous about eating, the Phoenix worms would be best. They are slow moving enough to not intimidate babies, yet are very wriggly to catch their attention. Plus they are easy to leave in a bowl and then let him eat without you watching, or watching from behind a corner
I wouldn't want to leave roaches or crickets unattended in a tank.
As for your lights, you can get away with just using the 40 watt I imagine, especially if he's in a smaller tank. The blue light will be better for him than the red. To achieve proper temps with the blue light, just raise his basking spot. You can also post pictures of your set up and we can help you rearrange things and get it all sorted
