Ball Pythons naturally spend most of their time in a burrow in the ground or termite mounds. The feel secure in dark small tight surroundings. They are the most active at night as mentioned before and that's when they prefer to venture around. A ball python in shed will tend to hide even more and remain inactive for the most part. This is all completely normal behavior for these guys.
The best way to allow for thermo-regulation is to have a hide on the cool and warm side and they generally will pick what they prefer.
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