the reason i think a red light is best is just to save hastle of heating the tank at night as u can leave the red light on all the time. it makes things alot easier when your gone for a day or two and wont be able to turn the lights out. i wouldnt bother linking the lamp to the thermostat as long as the tempeture is good in the tank. just buy a digital thermometer with a probe from a pet store and make sure the tempeture is anywhere from 77-90.
for the bricks in that picture i got no clue about it. i dont think its too good as pyxies like to burrow and they wouldnt be able to then but im not sure since alot of people use an all water setup with just things to climb up on to get out of the water like that. hopefully somebody who knows more will come in and help you out there since itd be really easy to setup and change out.