Thanks for your answer. It is funny actually, they started to dig right after my message.
I have a heat pad (16cm*16cm) but it sits right under the sand arena. Should I put it under one of the vertical panel ?
I usually cover the left one with the envelop to prevent any stress.
The colony is about ~20 individuals. I started with 13 ants but some hatched and 3 died.
I attached 2 pictures :
Thanks for the help.