Your cobalt will be VERY happy being a pet hole...meaning give it about 6" of substrate and it will shed , eat and do everything from it's home.
Humidity need not be a worry as long as the substrate is moist. Your CB will burrow down to the deepest layers and hollow out a cavity for all its needs.
Just a word of caution here it is illegal to smuggle back ANY livestock from Mexico across the border into the U.S.A.. If he is caught the fines will be heavy and the hassle not worth it.
There are many breeders out there that have captive bred smithi out there for a reasonable price
