That looks & sounds like very natural behaviour to me, he really seems to like that stick, maybe can’t decide whether to have a chew or a nap! He does look comfy.
I wouldn’t have a heat pad up against the cage, it’s better to have it underneath with a gap between if you need one, how cold is the room he’s in?
I can imagine how you felt about the loss of your rat, it does seem very unfair when something like that happens, but all we can do is what we think is best for any animal & if that’s not enough & there is some health issue we can’t help with then the fact that we love them & gave them our best is a comfort, I hope you can find some comfort in that too.