Pygmys are interesting and totally different little creatures from other chameleons. When scared/stressed they can look dead, but then be roaming or hiding 1/2 hour later. Don't pick them up to feel for eggs, especially one that is new to its environment. They will look big one day and skinny the next. I feed mine large pinheads. They have tiny mouths and can't eat most sized crickets. If crickets are left in their environment the cricket can bite them and they will get sores and will bleed. The large pins are much easier for them to handle and aren't dangerous, or at least not as much as a larger cricket.
They take quite awhile to dig a shallow hole to lay eggs. I have never had a girl lay over night. If you have not seen her digging or sitting in an indention then she probably did not lay. I would not remove them from their safe home just to go digging around. If there are eggs they will be fine. Babies will emerge in about 60-90 days. Post a note on the side of the environment so you can keep an eye out. My guess is she didn't lay eggs. If she is not gravid the male will chase her around. I have seen a male wait for the female to lay and then mate as soon as the hole is filled in - randy fellow. LOL
Good luck with your lady and don't give up on her.