You don't have to drop the temps at night unless you're planning on breeding. As far as where to place the probe, it's up to you. If you place it on the UTH you will probably just have to set it at a higher temp as it will be cooler on top of the substrate. Just be sure that you have a thermometer to get accurate temps on the warm and cool sides, and then adjust your Herpstat accordingly.

It's normally not a good idea to plug a bulb into a proportional thermostat. However, the Herpstat II can be used as a lighting controller. It's used to adjust the photo-period during the breeding process, but you could probably use it as a timer for the heat light that you're currently using. Being that a UTH is being used in conjunction with the light, the Herpstat will just adjust the temps after the light goes off at night and the temps should be fine.

Another option would be to use a red or blacklight bulb constantly and have the Herpstat just control the UTH.