When I read the thread title I thought this thread was going to be a disaster. lol.

However, I have two grey tree frogs and I never see them on the bottom of their enclosure. They stay perched close to one another under some fake plants I have under the heat lamp I keep on for 12 hours a day. At night they'll wake up and take a soak in their water dish. I feed them at night by tongs. Your Grey Tree is probably looking for a place to sleep and keep moist, which as mentioned before, your substrate is probably moist so he buried himself in it. He probably didn't eat the waxworm because it was during the day and they don't eat during the day, usually.