Hogs sleeping in the wrong place can be tricky but one solution I’ve had success with is to give them somewhere far nicer to live that is close by. I had one sleeping under a shrub I wanted to remove so I got a proper hedgehog house, filled it with new hay and hid a couple of small lumps of food in it to persuade it to at least have a look and I put it a few yards away behind another shrub – he/she moved house the next night!
The problem you might have with that is that you have two of the things who might be happy living together at the moment but you’d probably need two houses. It’s unlikely that they’d move into a new place together.
Alternatively, one night when they’ve gone out sort your shed out and replace the plastic bags with something safer. They may not like it and move out anyway; they don’t like having “their stuff” disturbed (just as we don’t!).