He is a bit shy.

No. I live in New Zealand, we don't have any native tree-dwelling mammals. A few uninvited ecological pests like Australian possums. We ask them politely, but firmly, to leave.

We have black, grey, and white ones.

Yes, I've had 3 dead ones in my wood stove since summer. They keep thinking it isn't hollow tree then can get out and I find them dessicated in the stove.