Unfortunately, people appear to think that monitors burrow for fun. They appear to think all it takes is some magic substrate and off to burrowing they go.
Sadly, that if so far from right its not even in the ballpark. Monitors burrow for need. As in, there are times then NEED to burrow or worse, they HAVE to burrow.
What most(many) miss(again and again) is that in nature, there are no thermostats, or temperature ranges specifically designed for the monitor. Their live always has temps above or below what they want/need. Their normal natural life is making these moves.
The normal day for any monitor(all species) is to experience cool nights and as the sun comes up, it gets warmer, then it gets even warmer, then it gets hot, then it gets hotter. At times, it gets really hot. Then of course cools off again.
An active monitor uses this to its benefit. It may warm up as the sun comes up. Become active and move about for a few hours, then as it gets hot, it seeks shade, then it seeks hollows and crevices, then if it gets very hot, it seeks burrows, the hotter it gets the deeper the burrows.
With some species, this is directly related to earth(the big mass) other species will seek small hollows, like in mangroves, but if it gets hot enough(and it surely does) it will be forced to leave small hollows and seek a more suitable mass. This may be large thick dead trees or even the earth.
Then the whole thing starts over the next day, so on and so forth. Parts of the year, they do not need large stable mass to maintain body temps. Other times they do.
Couple this with with other seasonal needs like reproduction.
In a very real way, nature forces these animals to use various shelters. Nature forces this by getting too hot, too wet, too cold, and lack of food. Lack of food causes monitors to GO DOWN.
All this forcing is very normal and IS the monitors lives.
In captivity, most folks do not allow these normal conditions. They worry about too cold and too hot and because they worry they do not allow it to occur. This worrying effectively stops the animals for being the animal.
Ask anyone that works with monitors in the field. They normally are out moving early in the mourning and late in the afternoon. The middle of the day is shelter time as is night(at least normally). Of course there are rare days that are warm enough for monitors to move, but not hot enough for them to seek shelter. These days are rare.
How this effects you is, if you never let the cage get hot enough to drive the monitor to shelter, it will not go to shelter. Remember, to be driven to shelter is normal. In fact its very normal to only have small warm areas that are not strong enough to allow the monitor to even use the whole cage, are NOT normal. So they stay around the lite.
Its so very simple, have a high heat lamp and you wonder why the monitor does not go down.
Now, you must also consider, WHAT IS THE TEMP of the substrate. If its too could(my bet most of the time) they will not burrow for that reason.
So without going on and on, Most keepers have wacked, out of context temperature ranges. They mostly keep some air space warm. Thats it.
Again, if you think of your tree monitors are burrowers, and they are extreme burrowers, and you had a temp range in that substrate, you would surely see them burrow. I am sure you would be amazed at how they burrow. My blacktrees burrowed like crazy, but they did not dig, they wiggle burrowed. They would burrow much like a earthworm, but poking their way in, then contracting their muscles and expanding their body. Mind you, I do not think of deep substrate as EARTH. But as material inside a big hollow tree. Say a tree with a humus filled trunk. Oh about three or four feet across. This soft substrate filled trunk my even go deep into the earth for times of real heat(dry seasons or droughts). These hollows are bigger then your cage, so you do not have to consider the bottom of your cage as earth, but more like where the tree starts becoming hollow.
The point IS, it may not be about what type of substrate, as you may have taken all reason to burrow away. In most conditions in captivity, the conditions to burrow are very very poor and that prevents them from even attempting to burrow.
Once you get it right, decent material and decent temps, you will find out that TREE MONITORS, are very keen burrows and surely KNOW how to burrow. In fact, they are expert at it. Which means, if they are good at burrowing, they must do it naturally. If they do it naturally, they must have reason to burrow. Kinda of a circle.
Truthfully, once a monitor partakes in this cycle, they seem to breed like flys, you have to shoot them to stop them. And this includes tree monitors and burrowing monitors and water monitors. Heck all of them. I hope this helps Cheers