They are a very territorial creature. We sort of had "premade homes" (holes in the rocks basically) for her to choose from. She stuck to one home for quite sometime, but apparently decided she wanted some more space. I have seen, and heard her, trying to connect the two by breaking up rock, but so far, she hasn't been successful at it.
The opening in the rocks should be more of a small hole above the sand rather than a large cave, since they dig there home in the sand under the rocks. She uses live rock rubble to cover her holes whenever she feels she needs more privacy (like when she molts). Monty, since he is so small, uses sand to cover his tiny hole and uses it every night to close up shop.