Hi Yvonne
I would be inclined to catch them when you see them, in case they don’t come back later. I normally keep any hogs which need to go to the Wildlife Hospital overnight in my kitchen which doesn’t have it’s own heating, but is obviously a bit warmer than outside. But not somewhere too warm. I usually give them a pile of torn up strips of paper which they can burrow into. Newspaper on the floor, as they nearly always spill their water, which you will need to provide – and some food. They are likely to make quite a bit of mess, so you might want to rethink the blanket (depending on whether you mind it getting in a mess). They quite like burrowing under small (hand) towels which you can use instead of torn paper. I quite often find that they burrow under the newspaper on the floor.
It’s good that you have a pet carrier, as they are very good at escaping! If there’s any chance they can escape, I would make sure they are in a room with the door shut.
Good luck. I hope you manage to catch them. I hope they are o.k. and will be back home soon.
