Okay so with the thermostat do I put it on the cold side to measure the ambient temp and humidity and then place the outdoor probe on the hot side?

Do the plugs for the UTH and the Light plug straight into the thermostat?

I was thinking of replacing the light bulb I have now with a red night bulb for a little extra heat and so I can view him at night. Is that okay? My room gets very cold at night so it should help keep his enclosure the right temps.