It doesn't really matter where you place the thermostat probe. Most people usually attach it directly to the heat source and then adjust it to get the top of the substrate at the right temperature. I've tried to bury the thermometer probe under the substrate, and it's fine if you don't want the wire to show, but it's not necessary. Just coil up most of the probe wire and bind it together with a twist-tie. Push the cable to the corner of the cage and the snake will rarely even move it.

As far as where to place the temperature probe, I usually place it in the warm hide on top of the substrate. then keep the main thermometer on the cool side. The warm hide will get a little warmer than the outside temperature, but they spend most of the time in their hides so that's the temperature that you want to get perfect.