A ceramic hide should be fine. It won't turn into an oven just because it's clay; and any heat source needs to be checked and regulated regardless. If you have a temp gun (and you should get one if you don't) you can make sure that the top surface of a hide isn't overheating under the lamp (maybe glaze it white if your worried?). But really, if the top surface of a hide is getting that hot, the lamp is too strong for a ball python anyway.

Go ahead and make them if that's your thing; just expect to make more later when the snake grows out of them. Since some part of it has to be un-glazed so it doesn't stick in the kiln, I suggest making them with an un-glazed rim at the top rather than having the un-glazed rim at the bottom, so there isn't an un-glazed rim sitting in a puddle if the snake pees there.

Also, they don't necessarily have to be identical as long as they are both nice and cozy. For that matter, you can have more than two hides to choose from, and the additional ones especially don't have to be the same. Two hides is minimum recommendation, not a maximum. For one thing, if the tank has lots of open floor area, filling it with additional hides (and other stuff) helps make it less scary for a young snake. And also, the snake might use different kinds of hides at different times even aside from temperature. For example, you might find that it prefers to be completely hidden while sleeping during the day, but moves to a more open hide that's better for lurking in the entrance of in the evening.

You will lose a fair amount of heat through the bottom of your cage if it is on a wire shelf. And not just where the UTH is, either. But that's easily corrected by sitting the entire cage on some insulating material such as foam insulation board or wood, etc. Again, your UTH should be on a thermostat and if it is, the heat will not build up. Also make sure that the substrate over the UTH is not too thick. You can even use just a paper towel in that spot, even if you use loose substrate everywhere else. The nice thing about a heavier clay hide is that it will hold the paper towel in place.

The thing about heat is, the more of it you can keep from escaping your enclosure, the less you need to keep adding, which means you can run your heat sources at lower power and lower temperatures, which is both cheaper and safer all around. If you're losing a lot of heat to the room, you need more wattage to keep the temperature up. So insulate under and around the tank, and run your UTH on lower power.