Spotted the cause of the bad smell.. One of my fake plants melted on a bulb and now the sticky parts on it are "burning" causing the smell so the UTH isn't the problem
And I red about the thermostat but don't have one, yet
Gonna check the petstores or breeders if they sell some
Till then I won't use the UTH
Gonna put a thermometer at the hot side too, just to make sure it doesn't get too hot with bulb + UTH when I place it

Thanks everyone for the answers