The probe is NOT in the enclosure, correct. It is between the heat pad and the bottom of the enclosure on the outside.
You set the T-stat to your desired hot spot temp, and usually a degree or 2 higher. The temp gun you get will tell you what the temp is inside of the cage.
A quality T-stat like the ones shown will be spot on to what you set it at.
So, if you set your Heprstat to say, 92 degrees. The device will control the power going to the heat pad and keep it there constantly. Herpstats don't click on and off but rather use slight increases and decreases in power to the heat source to keep it where it needs to be. It should never fall off temp and need to be heated up beyond the temp switch off and cool and click on and heat back up.
Your question about "what if it is too hot?" should not arise because you are setting the temp with the T-stat. Heprstats have a safety feature where you can have an alarm sound when things are too hot or too cold, and IF they fail they fail OFF and not wide open.
Your temp gun will give you the temp of the hot spot and if it is a little warmer than you want adjust the T-STAT down a degree or 2.
That help??
I'm not familiar with a "heat fan" but it sounds like something that blows warm dry air.
Eventually you will want everything controlled within the micro environment verses blowing air from the outside onto your cage.
I'm running out of time right now but start there.
I'll be thrilled if you buy the Herpstat for starters!!