I like to put the probe right between the UTH and the enclosure so it's reading the UTH output directly. If the probe is in the enclosure you run the risk of the animal moving it which can cause your UTH to heat up full blast.
That's my story and I'm sticking to it...
Very shortly someone will come along and tell you it's fine to hot glue your probe to the bottom of the tank right over the UTH. That method works as well, if you want to mess with hot glue, an extra wire running into your tank, and the possibility that your animal could move the probe anyway or get caught in the wire.
The method you choose is up to you, but I would advise against your current arrangement as your snake can easily move your probe if it's just stuck in the substrate.