One of the reason I don't like using pellets is the fact that they clump as you mentioned. I tested them out as a substrate about 12 years ago and found out I should leave them to the rabbits. It's also one of the main reasons why I recommend dirt mixtures for reptiles. It's natural and its something they know.

Do you have a screen lid on your enclosure? If so, then that is where your humidity is disappearing to.