Yeah, if there's scratching and "tiny bugs" it's probably mites. A vet should be able to get you Revolution (don't get the shot ivermectin, it can be fatal to hedgehogs, but many vets want to give it still...). You might want to search the forums for how to clean the cage...I know you have to clean the cage daily for awhile until all the mites are gone.
When I got my Hazel, I decided to use fleece liners. They're washable, and hold up well. You can sew them yourself (craft stores will run sales on fleece by the yard) or purchase them on Etsy.