Yeah, never take the advice from the employee at PetCo that makes $7 an hour. Very rarely do they know what they are talking about, nor do most even care. There are lots of fine breeders and very knowledgeable people on here who are always willing to answer your questions. Good job coming here.
You want the thermostat probe on the UTH and your thermometer probe on the glass under the substrate. Thin your substrate (1/2" or so deep is all ya need) and if your ball gets cold it will seek out the heat and bury itself to the bottom of the tank. If you have it hot enough to warm the top of the substrate, it can burn your snake if it buries itself.
Not to be rude, but those Zilla thermostats are junk. Better than nothing, but they aren't very accurate and I personally wouldn't trust one.