Mine always liked a cave between the sand bed and the rocks. Make sure your rocks are sitting on the bottom of your tank and not just on the sand. These guys can burrow through the sand under the rock and cause it to collapse on them. Their defense is to retreat to a cave, so they always look for a cave between your sand and rock to make their home. Make sure you have something like that to offer him and not just an over hang.
These are cave dwellers and you usually only see them peeking out of their cave. They do not like to come out and swim around like other fish. They will dart out, grab some food, and dart back in. Not having a cave to hide in will make this fish a nervous wreck and is why he keeps swimming into your overflow.
Maybe they are called watchman goby's because they watch out for the pistol shrimps they are known to partner with. I think pistol shrimp have very poor eyesight. It's a cool relationship if you can ever find a pistol shrimp. No other shrimp will work. Only pistol shrimp. And pistol shrimp will constantly burrow so another reason to make sure your rocks are stable. They will make tunnels all under your rock.