Re: Is my cage okay?
I have always used large rabbit cages to house my hedgehogs and in four years and three hedgehogs I have never experienced any of them trying to climb/have climbed the sides, however if it is of worry to you many people here put up cloroplast to discourage climbing.
Like you, I dislike using the fleece liners. Something about pooping and peeing on fabric doesn't sit well with me and I also don't like putting them into the wash. I have always opted for yesterdays news which is recycled paper pellets and in my opinion it works well. I take the little clumps of poop out daily and then do a full switch once a week. I also find they have enjoyed digging in it, especially when I hide treats. It's heavier so doesn't really cause too much of a mess and its very absorbent so it doesn't smell. It is also not dusty. Wood chips are a bad choice because there have been many incidents of them getting caught in hedgehog penile sheaths, I see you have a female but switching to something else was a good choice. In my opinion, the only downside to the yesterdays news is that it will stick to your hedgehog bag depending on what its made of, but its easily flicked off. As for litter training, I've tried it a couple times with no success, and thus have no advice for you there.
I also used to use a comfort wheel but opted for CSW when I thought it caused an injury to my hedgehog (turned out it had nothing to do with the wheel) however, the CSW is so much quieter and nicer so if you have the money I'd recommend upgrading. The running surface itself is easier to clean as a whole but the taking it off and putting it back together is more difficult than the comfort wheel, but in my opinion its totally worth it.
As for toys, I have some for Bea but I don't notice she really plays with them, she has a cut toilet paper roll and a little toy mouse. She also had a tunnel which she does play in frequently and I often hide mealworms or treats in little containers for her to find. She mostly just likes to run on her wheel (this has been pretty consistent for all of the hedgehogs I've owned) so I wouldn't worry too much if she doesn't really play with the toys.
*Personally* I have never used an external heating source for my hedgehogs and have always kept them in a temperature controlled room. Aside from that I have also never used a lighting "schedule" per se, but their cages have always been in a spot where they had natural light and darkness. This has worked for me however, you must look into your own situation and see if you can maintain temps and proper lighting.
I'm a little confused though by the notion that the cage being covered at night would make her used to sleeping at night and help her become more active during the day...being noctural, hedgehogs will want to sleep when it's light (when the cage is NOT covered, and the cage has access to light), where as if the cage is covered and it is dark, they are more likely to be active...if you are putting the blanket over it at night then I don't think it would really be doing anything to improve her activity during the day. That being said though, as coribelle said, trying to reverse there sleeping schedule is not a good idea. Imagine yourself as a human being up all night and sleeping all day, would definitely take some years off your life.