Leave him be. PLEASE. Your dog and cat will not harm him. Hedgehog will stick his spikes up. Hedgehogs run around gardens all the time, through Spring, Summer, and Autumn, and hibernate in Winter.
Leave a shallow bowl full of fresh water for them every night if you can.
You can put some dry cat food in a bowl too for it if you want.... He will appreciate it!
Even if you see a hedgehog out in the day, please don't move it/take it anywhere. I have seen people on Twitter, who think they know everything about hedgehogs, say 'ALWAYS TAKE A HEDGEHOG TO A RESCUE CENTRE IF YOU SEE IT OUTSIDE IN THE DAY,' but please don't do this, just leave it. It is very likely just pootling about looking for food. If you move it/take it somewhere, you are taking it away from its family and home and habitiat.
If it appears to be in distress, not moving, in pain, then call a hedgehog expert. Find your local hedgehog rescue centre. Someone will help it. 
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