So do you think the ideal solution will be to have a shed in my garden with a heater?
If you can’t have them in your house then a heated and insulated shed is the next best thing. You need to ensure there is ventilation in the shed (with heat and insulation you run the risk of condensation, so ventilation is required), and plenty of windows for natural light. It also needs to be secure to predators (rats can get in some very tiny gaps).