Both of my Horned Lizards (Regal Horned LIzards)are adults and have dug under the ground and have not come up. Both are very healthy and will sustain the winter fine. I am concerned that your "litle one" is too young to winter. Having done it both ways, as a general rule I usually keep the lights on and the ambient temps the same as during the summer, and keep feeding them through the winter. I have found Baby horned lizards out
even as late as Thanksgiving. I'm of the opinion the babies should not be wintered. I ahve lost a few over the years. Not knowing the relative health of this individual I would keep the cage warm, if he slows down that's to be expected, but is he still eating? I would feed some very samll crickets and very small mealworms of king mealworms to supplement his diet(skip the king mealworms if he's real small) and of course order ants through out the winter and refrigerate them so they keep for about 10 days or more. I also would occasionally spray the plants in the cage or rocks and see if he licks up the water if not use an eye dropper and put a bead of water up to his mouth or spray him a little so he gets moisture. Little horned lizards don't have much reserves so I would advise you not hibernating him at this time. Please gp to www.phrynosma.com where you may get more information that would be helpfull.