Retrofit heated steering wheel problem. Help!

[IMAY2023]

I will also do the retrofit this week (hopefully) and my SWM is 2nd hand. Should I do a backup first and then reload the software, or?

Not sure if you can backup with Orbit. In any case you would need an SBL file (ECU bootloader) to flash or read (backup). 
If the used part is on the dead center and if you pull out yours in the dead center, you might get away without the calibration but it's very unlikely. 
The new part comes with a pin so it wouldn't move. After the installation, it is removed. 
Depending the on existing software you might get fault codes.

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So what do I have to do now? Do I have to go to the dealership for the ECU updates? Or is it possible to update it yourself? 
I have the old Vida 2014D (until MY15) software, with a non-original Dice.

I thought it would be much easier than this. 

You can get a three day VIDA subscription and do it yourself. ($90) + SWM reload costs which I do not know how much it is. 
The old VIDA does not work on the SPA cars. Even it was, you would still need subscription for software reload.