1.)Nope, no climbing "accessories" necessary, ball pythons are terrestrial animals. You can put "structure" in the cage, it may act as a shedding aid for him/her
2.)It's fairly common for snakes to cruise the cage at night, and yes, babies sometimes get the idea that they can climb, however in a 20L that short distance fall, of the snake realizing it wasn't meant to support it's entire body weight, will not injure it.
3.) I would place the tstat probe under the aquarium wedged between the heat mat/flexwatt/UTH and the aquarium. Then you don't have to worry about a cord in the enclosure.
Hope this helps.