Heat could be generated a few ways.
First, never underestimate the power of collisions. Even small collisions, if there are enough, could generate significant heat.
Second, tidal friction with Uranus. Not a constant source, no, but maybe an occasional one?
Third, radioactive materials. I've heard speculation about that on various fronts. With a half-life of around 4 ga, some uranium isotopes would be going strong.
The difference between the northern and southern hemisphere of that moon is really very striking. Not just texture, but variability--the northern hemisphere appears more rugged, and has a greater number of light and dark spots than the southern.
Maybe the planets ricocheted off one another, and were captured in each other's gravity? I'm not up on my planetary collision physics, but I suspect that would be a poor explanation--anything slow enough to be captured would be a direct hit, not a glancing blow, and anything fast enough to be a glancing blow wouldn't allow for capture (or would completely liquify things).
Any sense of where Pluto is in relation to this moon? As presented, it seems we're supposed to accept Mordor as the northern pole relative to the plane of the orbits.