1. He/she will stay underground in it's new little burrow most of the time. When it gets hungry it will come to the surface to look for food.
2. Maybe, maybe not

they don't specifically make a burrow just to moult, but they can/will moult while living in their burrow
3. Leave him/her in peace
Maybe have a look at the enclosure from underneath, you might see that he/she has burrowed all the way down. If so, then you can check up on it without digging it up.
If not, then just be patient

if you notice that he/she hasn't eaten in 2 weeks, then try to open the burrow/tunnel's opening and take a peek.
If he/she has moulted, chances are good it will drag the old exuvium out of the burrow and close the entrance again.
No need to stress, what you heard was true