This isn't good (the lack of sleep, constant light, high humidity).
You could try using a heating pad to provide warmth for at least part of the day with the light out. Or you could switch those regular bulbs for one ceramic heat emitter or black bulb (both meant for reptiles, available at pet shops / wal mart / online).
Please listen when folks are trying to tell you that more ventilation is needed. It's hard to change course when you're partway down a path... But the evidence (chick behavior) is showing you this isn't working well. You can fix it though.
* Fyi, it's confusing to keep reading "they" when it's just one chick, that's a situation where "it" is just easier to make sense of in context, although I understand you're trying to make room for it's sex to become apparent, but it still reads as multiple chicks. "It" may seem cold, but he/she doesn't know what you're typing. Or you could do what many of us do, default to "she" aspirationally.
