Not sure if there is anything wrong with my hedgehog?

I have only had him for about 2 months, I did my reasearch before I bought him but now he seems to be not himself and I'm not sure why. Also, he has dry skin..I've heard that could be a sign of mites but I have checked for mites and there are none & we do not own any other animals so he has not come in contact with them. He was one of those really grumpy ones at first but we slowly are getting him to like us, lately we have been trying to take him out more often to socialize so maybe it is stressing him out?

another note: I use Care fresh bedding no wood shavings, he has a little house and his area is warm so I'm not sure what could be the problem.