H. arizonensis aren't hot at all
Your setup seems fine, but be sure to provide a stable burrowing substrate OR flat rocks so the little guy will be able to burrow under. I saw somewhere that they live on half sand, half small rocks, so maybe you could add small gravel to the sand.
This species ALWAYS burrow! It's a very interesting species, you won't regret getting one desert hairy scorp. Mine was in a 10g tank, with 50/50 sand/aquarium gravel (5" substrate), a flatrock to burrow under and a small wood branch so he could hide if he wanted to.