She needs one place to have babies-- either that bedroom, or a different nestbox. So you could try putting a nestbox on that wooden platform, or you could let her have babies in the bedroom.
She probably does not need another box to keep warm.
She might, or she might not. You will only know when you see what she does.
Since Holland Lops are so small, that does mean the bedroom is "bigger" compared to her than if she were a big rabbit. So maybe she will feel like it is big enough for bunnies and her both.