Thanks for the pictures! Alright, to go over a few things:
1. Put the white paper on the inside of the tank, not the outside. Even with it on the outside, the white usually increases the reflections. Putting the paper on the inside completely gets rid of reflections. That should help with glass surfing.
2. Insects with exoskeletons like crickets and roaches have a lot of phosphorous, which will block calcium absorption. You need to get a calcium powder to sprinkle over the insects. As an example, when feeding crickets, you would put maybe 3 crickets in a bag with some calcium powder and shake them, coating them in a light layer of calcium. This increases the calcium content and must be done at every feeding for babies. Once they are over 2 years old, it can be done at least once a week. But for now, since yours is a baby, you'll want to dust every bug you feed him. Phoenix Worms are larva and lack a shell so they don't need to be dusted, but I still dusted mine every 2-3 days just to make sure he was getting enough calcium. Don't buy a bag of 20 crickets and dust them all as any remaining uneaten crickets will die if they are covered in calcium.
3. As for your set up, it looks like there is a lot of stuff on top of his tank. Please remove anything that doesn't need to be there. The only things that should be on top would be the lights. The reason for this is you are currently blocking air flow and heat will quickly build up in a glass tank. So just make sure there is plenty of air flow.
4. You currently don't have a basking platform. When setting up your tank, you want to create a basking platform on the warm side. This is an area like a climbing branch, rock pile, stacked tiles, box, etc where the dragon climbs up on top of. This lets him get up closer to this UV and should be the only spot that is 110-115. Right now he has no basking spot, which means the bottom of his entire tank on the hot side is 100+ which is way too hot. Babies will easily get dehydrated and I imagine that could be one factor adding to his glass surfing, trying to get out because of the heat in his tank. He was also in his water bowl, which is a standard sign of animal trying to cool down. You don't want the entire warm side of the tank to be 100+ degrees, just one spot large enough for them to fit their bodies. That's another reason for the platform is it creates a gradient. So the higher the platform, the warmer and closer to the UV. Then they can go up and down on the platform as they like to regulate. Warm side temperatures should be 85-90 air temperature-wise, with a basking spot of 110. Cool side should cool down to 75. Take a quick look at this page, it will help explain what I mean:
https://sites.google.com/site/thelizardmadness/photogradient
5. I would highly suggest just letting him be for a week or two, and only handle him when taking him out to clean his cage. Reptiles aren't like cats or dogs, they are stressed very easily and can take 2 weeks - 2 months to finally settle in. Leave him be and give him time. As for feeding, try feeding him in his tank. Just drop 3 crickets in and walk away for 30 minutes, then check back and remove any uneaten ones or throw 2 more in and check back again. He'll become more comfortable with feeding eventually. It took my dragon more than 2 weeks to finally eat in front of us. He's over a year old now and still won't eat salad if we're watching.
6. I see your crickets are still in the baggie. You'll want to also have an insect container for them. Any bugs you feed your dragon also need to be fed. You can buy cricket/critter keepers for this purpose, or just re-purpose an old bin, tank, or tupperware. The bag doesn't have good air flow and the crickets will die off quickly like that. I prefer to feed them whatever veg I have in the fridge at the time. This is called "gut-loading" your insects and makes them much healthier for your animal.