Hedgehogs are mainly insectivorous but they are also opportunistic scavengers, so it's safe to say they can take a wide range of food. Food that's too hard can be difficult for them to eat. You can try adding some warm water to soften the food. Don't add too much until it's all mushy. Just enough to soften it so it's easier to chew.

Better to feed a dog food that has a nice variety of fruits and veggies. Usually it's the more expensive range of brands. The challenge is finding a small pack and a smaller sized kibble. However the size can be solved by grinding it and adding a little warm water. My hedgehog loves it that way. And try to find white meat protein, not red meats like beef and mutton. Chicken or fish based is good.

Depends on the shop and their source. My baby was less than 200. But he had mange and was underaged.

I don't know about puking, but I assume they can get sea sick. But if it's a big ferry it may not goyang so much.

There are many species of hedgehogs. The one we commonly keep as pets are the African Pygmy Hedgehogs. I don't think there are any native species of hedgehogs in Malaysia though. Probably an escapee. That hedgie was lucky you found it.

Mealworms are okay as treats. It's not exactly an unhealthy food, they have high fat content and not balanced if that's all she eats. It's like us eating only banana all the time, not balanced. You can try boiling some chicken breast for her or giving her some hard boiled egg. I have tried Merrick chicken & pea dog food, it's not bad for hedgies and they have the small pack in the boxes. Soak the dry food in some warm water and see if she's interested.

Find a paper based bedding. Most chain stores have some brands. I recommend Green Cat recycled paper bedding. Made in Malaysia too. Or any other recycled paper based bedding. Don't use wood shavings or wood pellets. The dust can harm them.

Just keep them at room temperature away from direct sunlight, away from direct aircon and not directly under a fan. They shouldn't be kept in an air-conditioned room either as they come from Africa, their quills aren't designed for keeping warm in cold temperatures. Some nice cool and dark/shaded corner of your living room should be good enough.