I would go to a different vet if you can and ask for Revolution explain your situation. If you cannot go to a different vet when you go back DO NOT allow them to give him the second shot, be firm about wanting Revolution to treat your hedgehog.
If I am remembering correctly, Ivermectin usually causes problems on the second or third dosing and often if never given those doses the hedgehog is fine. Ivermectin has been known to cause to problems, some hedgehogs, however, experience no problems. We always recommend Revolution because it is the safest means of getting rid of mites and is extremely hard to overdose.
Keep an eye on your little guy for sure, he sounds super tiny and young.