These are more than likely spring tails. They are detrivores, that is, they scavenge around in the substrate looking to clean up the 'junk'. They are not harmful to your gecko.
That's not an LED, it a regular incandescent bulb, what we call a black light. It's not recommended because it provides a bit of light. You don't want light at night, just heat.
Instead of the black light it would be better to use a CHE (Ceramic Heat Emitter) for heat without light at night. You can put it on a thermostat and a timer.
Aliza's suggestion about the vet is a good one.
Could your little guy be dehydrated? Sometimes that makes the eyes look sunken in.
If the 13 watt UVB bulb is shaped in a spiral or otherwise like bent tubes, they're no good and sometimes can be harmful to the animal's eyes. Don't use that one.