>What would you recomend for a warm hide other than the hay?

I use a mixture of *damp* coir bedding (Bed-a-beast, I think) and play sand under a standard black reptile hide (reptiletubs) directly under a ceramic heat-emitter with its thermostat set to ~72 (I keep my place cool).

You don't want to have the hay around water because it will readily mold so keep it in the cool end of the habitat.