Ok lets take these in order and hopefully i get them all lol
For the moss you may still need it because you are using a heat lamp. They really dry stuff out. The coconut in the hides however will not be in direct light and should hold the moisture much better. Start with just the coconut, and see what the humidity levels are in the hides. You may find a misting every couple days is all you need(thats what works for me) The thermometers i use have probes that measure temp and humidity both. As far as the lamp and heat pad not shutting off what kind of thermostat are you using? Is it an on/off or a proportional? Mine is an on off with a little light that shows when it is heating and when it is not. I never used a light on a thermostat so i can not offer advice there. Also if you have both the light and the pad on the same thermostat where is the thermostat probe?
For feeding try and feed a mouse that is equivalent to the thickest part of the snakes body. Since he is a hatchling you can feed every 5 days. If the mice are smaller than his widest part then yes you may want to feed two of them. As far as a separate container you will find proponents of both methods. My personal opinion it is truly not necessay and could be a negative. Ball pythons are easily stressed snakes. Moving them to different enclosures could make them not want to feed. Just feed in his tank. This post is getting long so i wont bother with the line of thought as to why people feed in a separate container haha. As far as the sex it is not uncommon for a ball python to be difficult to sex. Being a vet yes they should know what they are doing but its likely because the snake is so small that he is not sure. Take him back when the snake is a few hundred grams and they should be able to confirm no problem.

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