It's fine to move your python when it is in shed, but I doubt it would eat for you very well when it is in shed. You might want to wait until the shed is over and let the snake settle in and get a chance to become more hungry before feeding it. For a snake that is big enough to eat multiple rodents, a trick I have found to work for switching them to prekilled or frozen / thawed is to give them the first one live and then right after that one has been swallowed, offer a second dead one on tongs, while they are still in feeding mode. Pretty soon it should get the idea and be more willing to accept food off of feeding tongs. From my experience, most ball pythons will eat prekilled or frozen / thawed way better if dangled from feeding tongs than if you just lay down a dead rodent for them. A lot of them will also accept the dead rodents better in their cage and if you dangle it at the opening of their hide while they are in there than if you try to expose them first or move them to a feeding box. It will probably just take some experiementing to see what works for your snake. If he looks and acts healthy, I wouldn't think he would necessarily need a vet check-up. Also I would ditch the heat lamps and opt for an under tank heater on one side of the tank. I use aspen for substrate with all of my snakes and have never had any problems with it. Good luck with your new pet!