Jim:
On our shorter 2005 36' Monterey IV, we have only 2 heating zones on our Hydro-Hot HHE-200-09E:  Front: under kitchen sink cab, under ref cab & front drivers console; and Rear: under vanity next to shower, under sink cab in toilet room, under slide out bed & basement.
Reply to your questions:
1) our basement temps (via Aladdin & seperate secondary remote thermostat I had installed, within 1- 2 deg of each other) nominally stays at about the same temp as the interior of the coach, approx 65+/- 3 deg when we are in the coach camping, w/ RS2000 inverter running/charging, at comfortable exterior low temps of 45-55 deg.      
When camping in cooler (think fall) exterior temps, lows in the low 30's to mid 40's, the basement still hovers around the same as interior temps of 65 deg since the rear zone HH is running occasionally (and once exterior temps forecast to below 40, I make sure to plug in the water pipe heat strips that wrap around the fresh water pipes in the holding tank bay, just in case).   
When camping in cold winter temps,  say 15 to low 30s, since the rear zone hydro is cycling through the day and night, we still maintain the basement at 60 degree +/-5.   
Even back when we were living in Colorado,  we hardly ever winterized the coach since we used the Beaver almost every other weekend to go up to ski country (e.g.: Breckenridge, Aspen, etc) for snowshoeing, X-country ski, winter festivals, etc.  During the mid week time the Beaver was parked next to the house, plugged into 120V 50A, & in 10-15 deg lows at night, the hydro hot was noiminally left on for backup if needed, but both interior zone thermostats set to 40 deg.  I kept an elec thermostatically controlled oscillating heater running in the mid interior of the coach, blowing toward the rear to keep the interior above 45 always, and all cab door open for air circulation around pipes to minimize cold spots.   In the basement, the inverter/charger was running (generating basement heat) and I kept a 75w trouble light turned on and small 120V single speed desk fan running in the main storage bay for air movement down there.  The between bay recessed access panels were removed as well as the snap on water pump access panel to allow for better air movement.  Even at 10 deg F outside, the bay temps stayed at no less than 45 deg, tracked via remote thermometers that had daily & weekly min/max temps recordings in each of the 3 bays (holding tank, main storage, fresh water/HH).  One primary reason we bought the Beaver in 2006 was to be able to use it frequently in the cold winter in Colorado Mts due to its outstanding thermal qualities.   Lowest temp we had the coach out camping was at Breck one night when the temp dipped to -18 deg F outside and we were just great inside (and the basement too)
2) Basement thermostat location:  After re-checking our manual, our coach says it has a basement thermostat that is set at 36 deg +/-2 for HH turn-on of the rear zone, with shut down of 45 deg +/- 3, assuming the HH diesel or electric switch is energized.  The manual's picture of the basement thermostat must have been drawn by a 5 yr old.   On our 36' Monterey,  I found what I believe to be the basement thermostat to be screwed and wall mounted, below the solar panel controller, and both are also mounted in the holding tank bay.    I did not have the camera with me tonight but will offer to take a pic of suspect basement thermostat tomorrow if you want.   To describe it, I would say it is cylindrical, like a stack of (6-8) quarters in size & height, with a metal friction clip attached and (2) purple wires coming out of it and running into the main wire loom.   I did tonight not check for any mfg/model markings to verify the unit's purpose.
3) Basement heat duct:  On our 05 36' Monterey, our basement HH heat exchanger, which is on the rear heating zone, is also in the holding tank bay, with a passenger side open vent and a duct to what appears the other side of the coach (would need to remove the drivers side white fiberglass water panel bay cover to verify the duct termination location)    I can also take pics of the bay heat exchanger if you want.   How exactly each the HH water supply/return lines run I do not know for sure, but for the rear hear zone, the pipes appear to run from the initial zone 2 pump, then to the basement heat exchanger, then up into to the vanity/shower interior heat exchanger, and either to the interior under bed or toilet room heart exchangers
Can you tell us how you determined the basement thermostat was calling for aux HH heat?  Was it from a light on the HH status panel ( which light was illuminated) or did you actually hear the basement heat exchanger running, or something else?
Net:  if your 40' Laguna is anything like out 36' Monterey, and you have the inverter/charger running (assuming you are plugged into elet at your site) and the HH set to heat the interior rear (assuming you also only have 2 heat zones on your HH  HHE-200), even for a mid 20 to upper 30 deg night low, you have nothing to worry about in the basement freezing.  
Hope this helps..