If the animal is out swimming at night, there might be a problem with the tank. Mudpuppies live in areas with large fish, so being out in the water column is risky and they aren't likely to do so without good reason. It might be looking for a better hide, it might be too hot, or water quality parameters might be off. On the other side of the scales, I've noticed that this can happen when absolutely nothing is wrong, particularly during the winter, and I suspect it may indicate that the animal is searching for a mate. I read a study once, and while they didn't get many recaptures, most recaptures during the summer were near the original location. But during the winter, when breeding occurs, they could be found a mile from the original site.
You mentioned he's in a new tank; is this a recent move? If so, he might be trying to find his old territory.
Jen's got a point on the filter-escape part. Alternately, what might be happening is that the animal is trying to go upstream against the current, it builds up speed and hits the wall, and the momentum is diverted upwards or back into the bottom of the tank. Back in college when I had my big female with me in my room, I could hear her breaking the water's surface at night sometimes, though I don't believe she ever got high enough to hit the screen top.
I'd recommend getting some tape instead of the sock. Tape is pretty reliable, but the sock might fall in at some point, etc.
Ultimately, I'd test the water quality, see if there's anything wrong with things that might be making him want to escape. If that's negative, and the water is fairly cool, he might just be migrating.