1 substrate i like zoo med forest floor to maintain humidity with a humid hide with moss
2 doesn't matter as long as the temp is in the high 80s on the hot side and no less then 75 on the cold side
3 if you can get them on frozen thaw it is cheaper and easier. if not frozen then fresh dead is the next best. then live which i don't recommend it can be bad for the animal and when the the snake gets older they tend to be less able to catch and kill rodents. also rodents can do a lot of damage to a snake.
The baby ball pythons can be finicky but if you get them from a good breeder they will have them on frozen thawed. my recommendation is look for a reptile expo in your area and have a conversation with some people.
all my snakes eat frozen thawed and have from day one I also feed them young chickens, quail, rats, mice, rabbits, sometimes eggs and sometimes fish.