I'm not an expert with hamsters but have kept rats for 16 years that are very prone to lung problems. Solds more like an allergy if he's fine out of the cage as well as his bedding what are you using in base of cage eg Shavings. I used to use this with the rats but found a recyled paper cat litter is great and seemed to resolve that i haven't had a lung problem for a long time now Tesco and Pets at Home do the one i use can't remember the make but its in a green bag. Also if it is an allergy is there anything around the cage eg plants, airfreshner?