Hello and welcome. A cage change can be very stressful for a hamster - even if it's to a better cage. It can be less stressful if you move everything over from the old cage (all the old bedding and contents) without cleaning anything - as then it still smells familiar and if you have the layout similar (eg wheel back left, house on the right etc) then their "routine" is also similar. They would still be a bit skitty for the first few days but settle quicker.
So it might be that. Or it might be something else as well. Although a bigger cage is more space for them, if it's too exposed (eg lots of open space) and not very deep bedding then they can feel stressed and insecure and want to escape. So a lot of clutter to fill it up helps. Lots of tunnels, things like large cork logs, a large multiroom house that's dark inside, a platform to sit under, and deep enough bedding they can burrow down in,
If you already have all that then it won't be the open space that's the issue. It's probably just the change (or a bit of both). If you only got him 2 weeks ago, he's probably still a baby
So they get scared really easily,
We have all been there. With our first hamster, the first cage was far too small and that quickly became apparent. I googled and bought a larger one. I then made the awful mistake of just moving him cold turkey into the new cage. He literally sat and shook for three days. We were all really worried and thought he might die. I contemplated moving him back to his old cage but that wasn't an option - he had already got stuck in some of the tubes so it wasn't safe.
I did realise at one point that he could still smell his old cage, not far away, in the room. And he did seem to settle a bit once I removed that from the room and cleaned up round the area of his old cage so his scent wasn't there (the new one was next to it a bit further along).
We tried putting a blanket over the new cage so he didn't feel so scared (but you have to be careful there as they can chew the blanket through the top of the cage! And that's bad for them if they ingest fabric - very serious). So cardboard on top is better.
In our case this continued for about 10 days. And then suddenly he was happy, enjoying his cage and running in his wheel. It does take 10 days to 2 weeks for them to fully settle into a cage.
So yes it maybe was a bit soon for the upgrade if he'd just settled into his old cage for 2 weeks. But now it's done, you'll probably be best just making it as easy for him to settle as you can.
The main thing now is to avoid any cleaning out at all - it'll be fine for a couple of weeks. And not moving anything around or taking anything out of the cage (unless it's something that proves to be unsafe). Adding something new is usually accepted ok as long as it doesn't mean moving something else or taking something else out! So if you added a platform at one end or a new tube, he might quite like that and investigate it. This is just a suggestion in case there's quite a lot of open space.
When you say he's trying to escape (which will be stress partly) - what type of cage/enclosure is it? If it's a barred cage, is he bar chewing? If it's a wood cage, you might need to put a playpen around it as hamsters regularly chew their way out of wood cages.
In terms of adding things, if you don't have much depth of substrate, then adding more substrate, as well as clutter, will help and might distract him out of it.
Otherwise, maybe just let him out regularly for some out of cage time. In a safe area - if you don't have a playpen type area then you could use the dry bath tub. Put a blanket in the bottom and a few things like a tunnel and a hidey place (cardboard tissue box eg). And a chew and some food and let him run around in there. It's also a way to start taming/socialising him slowly.
This article gives more detail about taming as it can take time and needs to be done gradually (unless he's already hand tame?) but mainly it's to let him out regularly if he's trying to escape and gradually he should start to settle.
If you do still have his old cage in the room though, I would take it well away from that room and clean around the area where it was (unless the new cage is on top of the old area! In which case don't clean). The smell of his old cage might be driving him frantic - home!
For the hamster, a sudden cage change is like being kidnapped
I often let them have a play in the new cage the day before moving them over, so they've had a bit of an adjustment and the new one has their scent on it.
