the probe should be on the substrate, level, I have seen some people use a piece of small diameter PVC attacked to the back wall of the cage (sticking out into the cage to hold the probe in place) otherwise I would hot glue the probe to the floor of the cage and simply use a thin layer of substrate (which is necessary if you plan on using the flexwatt)
RHP's when regulated by a thermostat aren't going to burn your snake. unregulated in another story though.
if you really want to be 100% safe with the RHP you can attack the thermostat probe directly to the far of the RHP. I would use hot glue for this as well, just try to keep the hot glue on the cord and not pin the probe itself as much as possible.