Good on you for removing the sand. Honestly, imo its a pretty bad option for a substrate, but you can still make a play box for digging, though you want to use playsand or a mix of it.
You don't need to have a night lamp unless your temps drop below 65F. Not only that, but most "night" lights that are sold are actually detrimental to a beardie's health, as it keep them up. Anything that produces any sort of light is a bad option. If your temps drop below 65F, than you should use a CHE, or Ceramic heat emitter. This produces no light and still gives off heat. Like I said, though, you probably don't need it.
What kind of UVB are you using, and how far is it away from your beardies basking spot? Compact bulbs are alright, but I highly suggest you get a tube light. It will provide a better range of uvb and makes it easier for your beardie to get the uvb he needs. Some really good tube lights include the Reptisun 10.0 and Arcadia 13%.
How are you taking your temperatures? If you are using a stick on thermometer, I suggest you replace it ASAP and use a more reliable thermometer. Some good thermometers include gun thermometers, infrared thermometers, and probe thermometers. Here is the one I use, and I suggest that you use it.
https://www.amazon.com/gp/product/B0018CK1IU/ref=oh_aui_detailpage_o02_s00?ie=UTF8&psc=1
Doing that with a plastic tub is a very good idea, and its what I and many other members do to hold our insects. As long as you cut enough holes in the plastic tub at the top, you will be just fine.
You would be better off getting dubia roaches or BSF larvae (phoenix worms). I also suggest you order your feeders offline. Some good sites to use include
http://www.dubiaroaches.com,
http://www.abdragon.com,
http://www.phoenixworm.com, and
http://www.lindasgonebuggie.com/.
I can get into more details with anything if you are unsure. If you have any more questions, feel free to ask!