I had a male veiled, my first one, and he was in an enclosure tht was about 36 x 40 x 80 and it was loaded with everything a cham could possibly want and he still would screen climb trying to find a way out. I eventually had to keep his door open and arranged it so he could climb out and up on top of it where i put more plants and sticks. Then he was almost happier.
Is your cage up high enough? Temps ok? Is he a she? And wanting to lay eggs? I have a female veiled that when it is her time to find a mate, she climbs like crazy. I always know when she wants to see her boyfriend..lol.