Nesting hedgehogs can be seen in daylight, especially mornings, at this time of year. It may partly be down to the short nights not giving them time to do everything. My experience is that if the hedgie is actively foraging finding food and/or nesting materials then it is almost certainly ok. A hedgie in daylight that looks like it has no energy is something to treat as a medical emergency for our spiky friends.
I share your excitement in seeing a new hog! If you want to support the hedgie it would be a good idea to put a shallow dish of water out so they have a fresh supply. A lot of their natural diet is fairly plentiful at this time of year but clean water is harder for them to find in the current hot weather.
