If there is a lot of liquid in the sump area there is a risk that any worms ending up there will drown. I have a can of worms, and I put a few handfuls dry bedding (shredded paper and cardboard) in the drainage sump to reduce this risk. I also make sure that I pile up this extra bedding so that if the worms want to reach the next layer to get back to the food layers, they can easily.
If you're only getting a few worms there each day, and the worms in the rest of your trays are well distributed and happy looking, I wouldn't worry too much, the ones you're finding are just the more adventurous explorers.

I have a similar bin and it came with a piece of fabric to go between the drain pan and the first tray. In my book they are calling it "weed cloth" It looks like white weed mat that you might put in your garden. Good luck with it. I was having some crazy problems with escaping works my self... Yeah I just looked yours up online and that should suit you well, you can also do it for the top if you need too. I have the Gusanito which has pretty much the same bins...

Any chance cheese cloth would work? Could anyone else tell me their solution to this problem or send me a link to a "weed mat"? Yes, some of them are definitely drowning. Although, red wigglers don't die immediately in water like some worms, so I usually can fish some of them out and back in the bin, but it's not really sustainable to do it that way.

I did find some results when I searched google:

http://www.gemplers.com/product/159987/WeedGuard-Plus-Paper-Weed-Barrier-Biodegradable

Igore -- Since your upper trays are merely damp, gravity is probably responsible for the wet collection tray. Your worms are just exploring and get stuck down in the basement. If you use the Search feature on this forum, you will find that a lot of us with COWs and WFs fill the bottom collection tray with shredded paper or cardboard. In order for the worms to climb back to the working tray, there needs to be contact between the two trays. You can place weed cloth, or any tightly woven cloth over the shreds to act as a safety net. I use a remnant of a curtain sheer overlapping the edges, but a t-shirt or dish towel would work as well. The worms will fall through, look around, and then climb back up. The cloth just needs to be porous, and tightly woven. I once tried plastic window screening, but the worms still wriggled through and I had to pick them out of the bottom cardboard shreds.

OK. That sounds like a sensible solution.

The only thing I'm wondering is whether shredded paper, cardboard, or whatever connecting path that the worms can follow between the the trays will absorb too much of the compost tea? This isn't a problem? I'm assuming all COW/WF owners use their tea, as I plan to use mine, so I don't want to jeopardize my quantity significantly either.

I'm new at this, so bear with me..................

The liquid in the collection tray is leachate, not worm tea. While you could use it on your plants, it won't have the beneficial qualities of correctly brewed worm tea. Again, do a "Search" on this forum to find lots of comments and guidelines on this topic. The wet shreds in the collection tray, will, however, be useful as bacteria-laden bedding when you are ready to add a tray.