You could just put a divider in the middle of the 40G tank with a UTH under the center for heat. That way both sides have a warm and a cool side. You need 2 hides so the snake can regulate its temperature and still feel safe. No need to put one tank inside the other.

If you bought a ball python to display it, sorry to say, you should have gotten a boa. BPs pretty much hide all the time except for a little bit at night.

On the substrate. I used aspen and I only replace it once a month while disinfecting the cage, but I do spot clean removing everything around the spot, then add a little bit to that spot.