Needs heat. But that is all found thousands of km away.

Just use mirrors strategically placed so that light can bounce around the horizon so solar can be used to melt the ice. Or orbit a giant mirror beaming that heat source down. The fact that you think thousands of km away is a hard limit just means you're not fully caffinated just yet.

If you are in orbit, why land on it at all? Surely there are construction materials and ice only light-minutes away and not so deep down a gravity well. God knows there is nothing else down there of any interest.

Which God knows this? Have you asked and been told this by said God? In which manner of appearance did God take when conversing said information to you: a burning bush or a 60' tall marshmallow icon?

Both at once.