They're crazy the first several days, but once they find a happy part of the tank they calm down. If the BSJ doesn't settle in, then you have a problem: water temperature, tank mates (your sand shifting goby), too much water current, shallow sand bed, tank layout. From what I've read in your post, you have the BSJ in a 125 set to 75 degrees; can you drop the temp down to 72? (The BSJ is a cool-water fish, hope you knew this before buying.) Also, is your sand bed deeper than the length of your BSJ? The ones I've had in the past always preferred making a vertical burrow. They'll dig around the tank like mad until they've found an area they like, then they stay put and start gathering small rocks/corals/shells/etc to build their burrow. If there's fish in your tank that's a threat to the BSJ, they'll dart around and jump. So yeah....hope you can keep your BSJ happy.