Metallic non-local spin valves (NLSVs) are important in modern spintronics due to their ability to separate pure spin current from charge current. These metallic nanostructures, often constructed from features with widths in the deep sub-micron regime, generate significant thermal gradients in operation, and the heat generated has important consequences for spin injection and transport. We use e-beam nanolithography to manufacture NLSVs with Ni-Fe alloy ferromagnetic nanowires and aluminum spin channels on 500 nm silicon nitride (Si-N) membranes in order to lower the thermal conductance of the substrate dramatically. While this extreme example of thermal engineering in a spintronic system increases the background non-local signals in ways expected based on earlier work, it also enhances thermoelectric effects, including the anomalous Nernst effect and reveals a previously unknown thermally-assisted electrical spin injection that results from a purely in-plane thermal gradient. We examine these effects as a function of temperature and, by careful comparison with 2D finite element models of the thermal gradients calculated at a single temperature, demonstrate that the anomalous Nernst coefficient of the 35 nm thick Ni-Fe alloy, R N = 0.17 at T = 200 K, is in line with the few previous measurements of this effect for thin films.