The only things that jumps out at me are the 2-4 times a day misting and no humidity gauge. From my experiences, smaller enclosures such as a 10g tend to hold humidity better then larger ones. So MAYBE 2-4 times a day is a bit too much. I can’t say for sure since I don’t know what you are misting with and for how long at each session.
Telling someone how much to mist and when is impossible, there are too many things to factor in such as enclosure size, current weather, room humidity, etc, etc. So here are some guidelines. The substrate should always be somewhat moist but not sopping. Occasionally I mix the substrate up with a long chop stick so that overly wet places get a chance to dry out – I rarely do this and a lot of times it happens when I am searching for eggs – so every other month or so. After misting, I like to see the humidity (gauge at the top center of the enclosure) to jump to around 75-85ish (depends on how hot it is) and as the day goes on, drop down into the low to high 50’s, then one hour prior to lights out I lightly mist again (or heavy – its depends on the weather). One thing to avoid is constant high humidity – you need to let things dry out, so if you still see moisture on plants prior to misting (or moisture/small pools of water on the substrate leaf litter), then hold off on misting. I really suggest getting a humidity gauge – this will help.
So with misting, you need to be observant and take your queues from the outside weather and the room temps and humidity. I think people new to pygmies tend to over mist, I know I did when I first got into them. But I’m sure there are other who under mist too. It’s definitely a learning process.
A lot of moss in the enclosure may make it tough to dry out too. A little bit of moss is nice for sustaining humidity but too much will work against you. Don’t worry about chams eating a little bit of substrate/debris – its going to happen no matter what you do.
Careful with the lobster roaches. You will need to cup feed them with some Vaseline around the rim. If you just toss them in there they will hide then a few months later you will see adult roaches in there. Trust me, I stopped putting lobsters in my tanks well over a year ago and to this day I still yank an adult out every so often.
Now as for the chams with their eyes closed, they may just be settling in still - them eating is a good sign. Give them time, keep the temps in the ranges you have and be very observant with how much you are misting. Hopefully they will snap out of it.
Good luck.
-roo