I used substrate litters when I first got into hedgehogs and changed to a liner type once I heard others using them and haven’t regretted a single moment that I switched.
Substrates often are dusty and can cause respiratory problems; some have been found to harbor mites, wood chips and splinters can get stuck in sensitive areas (including eyes and mouths); NO SUBSTRATE ON THE FLOOR the a liner(major plus!). Liners are washable and reusable and you can detect blood and other problem on a light colored liner much faster than in bedding (think bloody urine).
Major draw backs of liners: Some hedgehogs will crawl under them. Given time some hedgehogs stop this behavior, others will continue.
As for a heat source, I use a space heater to keep the room the hedgehogs are in warm.