No need for night heat. A temp drop of at least 10 degrees is good for them. It helps their digestion.
For feeders as I mentioned above...dubia and crickets make good staples. Also silk worms, orange heads, mantids... look under the feeders forum and study up, there are so many options. I look and see if I can find a list of good veggies to feed a veiled.
I personally think that getting them on line is better unless you have a really good pet store that caries a variety. Banded crickets that you can get online seem to stay alive longer.
You can get hornworms that are small to start with and I put them in the fridge for a day and out a day to keep them smaller longer. They can take them down pretty big though since they are soft feeders. Just not too big. If I have any that get too big, I let them cocoon.