Help! His fur is yellow.

Hello Everyone!
Recently I changed my chinchilla's litter. (This is only in his litter box, the rest of the cage is fleece) I don't remember the exact brand of his old litter but it was the litter from Petsmart that is made of a clay-like material and shaped in small little round balls. I changed his litter recently to care fresh after I noticed him trying to take "baths" on those balls. He still uses his litter box with the care fresh perfectly fine but now he doesn't sleep in it or roll around in it.

Recently though, I noticed some different behaviors in him. He will sleep outside of his litter box in the middle of the open. He also has been scratching his fur a lot more. (My hedgehog had the beginning stages of mites but was treated very early on, so I'm thinking of taking Chinzi to the vet to get checked.) Also, his fur near his mouth, chest, and hands are yellow. His fur is not soft here AT ALL. It feels like clumpy hair. I don't know what to do to get it out. I tried using a very small damp cloth but I feel like it made it worse.

Are there any suggestions to what I can do about his fur?